-97.7%
PTLE vs SPY
+35.6%
-133.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.7% |
| 7D | -8.7% | +0.1% | -8.8% | -8.7% |
| 30D | -28.8% | +0.1% | -28.9% | -28.8% |
| 3M | +32.8% | +2.0% | +30.8% | +32.0% |
| 6M | -22.0% | +13.0% | -35.0% | -26.9% |
| YTD | -7.6% | +13.5% | -21.1% | -13.4% |
| 1Y | -41.1% | +20.0% | -61.1% | -44.4% |
| All | -97.7% | +35.6% | -133.3% | -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 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