+1,067.9%
PTIR vs SPY
+43.3%
+1,024.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.4% | -8.6% | -7.5% |
| 7D | -13.7% | +0.1% | -13.8% | -13.6% |
| 30D | +16.7% | +0.1% | +16.6% | +18.0% |
| 3M | +29.8% | +2.0% | +27.8% | +23.7% |
| 6M | +0.5% | +13.0% | -12.5% | -37.1% |
| YTD | -30.8% | +13.5% | -44.4% | -57.0% |
| 1Y | -19.6% | +20.0% | -39.5% | -57.7% |
| All | +1,067.9% | +43.3% | +1,024.6% | +320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling