+19.7%
PTMC vs SPY
+81.0%
-61.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -0.6% | -0.4% | -0.3% | -0.5% |
| 30D | -3.9% | -1.4% | -2.5% | -3.3% |
| 3M | -0.2% | +3.7% | -3.9% | -1.7% |
| 6M | +8.4% | +13.0% | -4.6% | +3.1% |
| YTD | +13.2% | +12.4% | +0.8% | +8.0% |
| 1Y | +14.9% | +18.5% | -3.7% | +7.5% |
| 3Y | +30.8% | +77.6% | -46.9% | +7.0% |
| 5Y | +19.7% | +81.7% | -61.9% | -2.5% |
| All | +19.7% | +81.0% | -61.2% | -2.5% |
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 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