-47.2%
PTIR vs SPY
+14.6%
-61.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -10.6% |
| 7D | -24.5% | -0.7% | -23.8% | -22.2% |
| 30D | -20.4% | -1.0% | -19.3% | -16.0% |
| 3M | +2.6% | -0.3% | +3.0% | +6.6% |
| 6M | +8.6% | +7.3% | +1.3% | -11.4% |
| YTD | -35.8% | +13.3% | -49.1% | -57.0% |
| 1Y | -47.2% | +14.8% | -62.0% | -66.5% |
| All | -47.2% | +14.6% | -61.9% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling