-36.1%
PTIR vs SPY
+17.2%
-53.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -2.1% |
| 7D | -17.9% | -2.0% | -15.9% | -10.9% |
| 30D | -12.8% | -1.7% | -11.1% | -5.8% |
| 3M | +39.2% | +4.7% | +34.5% | +22.8% |
| 6M | -6.6% | +12.5% | -19.1% | -37.0% |
| YTD | -37.6% | +11.7% | -49.3% | -56.6% |
| 1Y | -36.1% | +17.5% | -53.5% | -57.7% |
| All | -36.1% | +17.2% | -53.3% | -57.7% |
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