+167.4%
PTLC vs SPY
+340.7%
-173.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | +1.9% | +2.0% | -0.1% | +0.8% |
| 6M | +7.4% | +13.0% | -5.6% | +0.5% |
| YTD | +8.0% | +13.5% | -5.6% | +0.8% |
| 1Y | +13.9% | +20.0% | -6.1% | +3.2% |
| 3Y | +47.1% | +77.2% | -30.1% | +7.8% |
| 5Y | +58.6% | +81.9% | -23.3% | +13.9% |
| 10Y | +184.9% | +314.1% | -129.2% | +27.4% |
| All | +167.4% | +340.7% | -173.2% | +19.8% |
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