+161.0%
PTLC vs SPY
+330.2%
-169.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -0.5% | -0.6% | 0.0% | -0.2% |
| 30D | -3.6% | -3.7% | 0.0% | -1.5% |
| 3M | -2.8% | -2.7% | 0.0% | -1.2% |
| 6M | +2.1% | +2.2% | -0.1% | +1.0% |
| YTD | +5.4% | +10.8% | -5.5% | -0.3% |
| 1Y | +5.7% | +11.2% | -5.5% | -0.2% |
| 3Y | +49.0% | +76.5% | -27.5% | +9.5% |
| 5Y | +50.7% | +72.9% | -22.2% | +11.5% |
| 10Y | +178.6% | +304.8% | -126.2% | +26.2% |
| All | +161.0% | +330.2% | -169.2% | +18.6% |
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