-51.3%
PTLE vs SPY
+12.3%
-63.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.8% | -7.7% |
| 7D | -7.1% | +0.1% | -7.2% | -7.6% |
| 30D | +27.0% | -3.3% | +30.3% | +33.3% |
| 3M | -11.5% | -2.4% | -9.1% | -8.5% |
| 6M | +59.3% | +2.6% | +56.7% | +44.7% |
| YTD | +9.5% | +11.2% | -1.7% | -29.0% |
| All | -51.3% | +12.3% | -63.7% | -68.4% |
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