+36.7%
PTMC vs SPY
+78.7%
-42.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.0% |
| 7D | +2.9% | +3.3% | -0.3% | +1.0% |
| 30D | +0.8% | -2.7% | +3.5% | +2.4% |
| 3M | -5.4% | -1.7% | -3.6% | -4.4% |
| 6M | +0.8% | +3.1% | -2.3% | -0.9% |
| YTD | +12.2% | +11.9% | +0.3% | +5.4% |
| 1Y | +13.5% | +12.0% | +1.5% | +6.6% |
| All | +36.7% | +78.7% | -42.0% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling