+1,003.4%
PTIR vs SPY
+41.8%
+961.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | +0.9% |
| 7D | -0.8% | -0.4% | -0.4% | +1.3% |
| 30D | -9.0% | -1.4% | -7.6% | -2.8% |
| 3M | +41.6% | +3.7% | +37.9% | +26.1% |
| 6M | -8.9% | +13.0% | -21.9% | -42.7% |
| YTD | -34.6% | +12.4% | -47.0% | -57.7% |
| 1Y | -29.4% | +18.5% | -47.9% | -61.0% |
| All | +1,003.4% | +41.8% | +961.6% | +314.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling