-85.9%
PTLO vs SPY
+80.0%
-165.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.5% |
| 7D | -8.7% | -0.4% | -8.3% | -8.3% |
| 30D | -8.3% | -1.4% | -6.9% | -6.7% |
| 3M | +3.8% | +3.7% | +0.1% | -1.0% |
| 6M | -18.0% | +13.0% | -31.0% | -30.0% |
| YTD | -9.5% | +12.4% | -21.9% | -22.3% |
| 1Y | -37.0% | +18.5% | -55.5% | -49.5% |
| 3Y | -75.9% | +77.6% | -153.5% | -88.6% |
| All | -85.9% | +80.0% | -165.9% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling