-84.8%
PTLO vs SPY
+81.8%
-166.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.9% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | -5.4% | +0.1% | -5.4% | -5.3% |
| 3M | +16.0% | +2.0% | +14.0% | +12.6% |
| 6M | -14.5% | +13.0% | -27.5% | -27.1% |
| YTD | -2.6% | +13.5% | -16.2% | -17.5% |
| 1Y | -34.5% | +20.0% | -54.5% | -48.3% |
| 3Y | -75.8% | +77.2% | -153.0% | -88.5% |
| All | -84.8% | +81.8% | -166.6% | -92.1% |
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