-77.0%
PTLO vs SPY
+79.2%
-156.2%
-93.6%
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% | -5.4% |
| 7D | -4.8% | +3.3% | -8.1% | -8.0% |
| 30D | +46.5% | -2.7% | +49.2% | +49.0% |
| 3M | +40.3% | -1.7% | +42.1% | +41.3% |
| 6M | +64.9% | +3.1% | +61.9% | +55.5% |
| YTD | +47.1% | +11.9% | +35.2% | +25.1% |
| 1Y | +43.3% | +12.0% | +31.4% | +21.6% |
| 3Y | -54.6% | +78.2% | -132.8% | -79.0% |
| 5Y | -86.1% | +73.2% | -159.3% | -92.5% |
| All | -77.0% | +79.2% | -156.2% | -88.1% |
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