+81.7%
PTMC vs SPY
+340.7%
-259.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -1.6% | +0.1% | -1.6% | -1.6% |
| 3M | +0.6% | +2.0% | -1.4% | -0.2% |
| 6M | +7.2% | +13.0% | -5.8% | +2.2% |
| YTD | +15.2% | +13.5% | +1.7% | +9.6% |
| 1Y | +16.4% | +20.0% | -3.5% | +8.6% |
| 3Y | +28.3% | +77.2% | -48.9% | +3.3% |
| 5Y | +20.7% | +81.9% | -61.2% | -4.4% |
| 10Y | +75.7% | +314.1% | -238.4% | -1.9% |
| All | +81.7% | +340.7% | -259.0% | +2.6% |
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 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