+180.3%
PTLC vs SPY
+307.0%
-126.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +2.5% | +2.6% | -0.1% | +1.0% |
| 30D | -2.0% | -2.0% | -0.1% | -0.9% |
| 3M | -2.9% | -2.8% | -0.2% | -1.3% |
| 6M | +1.8% | +2.1% | -0.3% | +0.8% |
| YTD | +5.9% | +11.5% | -5.6% | -0.1% |
| 1Y | +7.7% | +13.5% | -5.8% | +0.7% |
| 3Y | +49.8% | +77.7% | -27.9% | +10.3% |
| 5Y | +50.4% | +72.6% | -22.2% | +12.3% |
| All | +180.3% | +307.0% | -126.8% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling