+183.2%
PTLC vs SPY
+318.9%
-135.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -2.0% | -2.0% | 0.0% | -0.9% |
| 30D | -1.6% | -1.7% | 0.0% | -0.7% |
| 3M | +4.6% | +4.7% | -0.1% | +2.0% |
| 6M | +7.1% | +12.5% | -5.4% | +0.5% |
| YTD | +6.2% | +11.7% | -5.5% | +0.1% |
| 1Y | +11.5% | +17.5% | -6.0% | +2.3% |
| 3Y | +46.5% | +76.6% | -30.1% | +7.9% |
| 5Y | +58.6% | +82.0% | -23.4% | +14.4% |
| All | +183.2% | +318.9% | -135.7% | +18.2% |
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