-57.6%
PTLE vs SPY
+14.6%
-72.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -1.6% |
| 7D | +1.1% | -0.7% | +1.8% | +2.3% |
| 30D | +35.6% | -1.0% | +36.6% | +37.8% |
| 3M | -4.7% | -0.3% | -4.4% | -4.4% |
| 6M | +62.2% | +7.3% | +54.9% | +28.1% |
| YTD | +19.6% | +13.3% | +6.3% | -26.8% |
| 1Y | -57.6% | +14.8% | -72.4% | -75.0% |
| All | -57.6% | +14.6% | -72.2% | -75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling