-97.8%
PTLE vs SPY
+34.8%
-132.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.8% |
| 7D | -4.2% | +0.5% | -4.7% | -4.3% |
| 30D | -28.3% | -0.9% | -27.3% | -28.1% |
| 3M | +28.2% | +3.9% | +24.3% | +26.7% |
| 6M | -26.9% | +14.5% | -41.4% | -31.5% |
| YTD | -11.3% | +12.9% | -24.2% | -16.7% |
| 1Y | -41.2% | +19.4% | -60.6% | -44.4% |
| All | -97.8% | +34.8% | -132.6% | -97.5% |
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