-97.3%
PTLE vs SPY
+32.8%
-130.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.8% | -5.2% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | +27.0% | -3.3% | +30.3% | +28.3% |
| 3M | -11.5% | -2.4% | -9.1% | -10.9% |
| 6M | +59.3% | +2.6% | +56.7% | +57.7% |
| YTD | +9.5% | +11.2% | -1.7% | +3.3% |
| 1Y | -42.1% | +13.4% | -55.5% | -45.2% |
| All | -97.3% | +32.8% | -130.1% | -97.0% |
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 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