-49.8%
PTLE vs SPY
+11.8%
-61.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.6% |
| 7D | -3.2% | +3.3% | -6.5% | -7.7% |
| 30D | +20.0% | -2.7% | +22.7% | +24.9% |
| 3M | -2.2% | -1.7% | -0.4% | 0.0% |
| 6M | +62.2% | +3.1% | +59.1% | +46.5% |
| YTD | +12.5% | +11.9% | +0.6% | -27.7% |
| 1Y | -49.8% | +12.0% | -61.8% | -67.4% |
| All | -49.8% | +11.8% | -61.5% | -67.4% |
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