-12.2%
PTN vs SPY
+9.8%
-21.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.7% | -4.4% |
| 7D | +15.8% | -4.7% | +20.5% | +16.4% |
| 30D | -39.3% | -5.9% | -33.4% | -39.1% |
| 3M | -28.1% | -4.5% | -23.5% | -27.8% |
| 6M | -71.4% | +1.8% | -73.2% | -70.4% |
| YTD | -62.9% | +8.3% | -71.2% | -59.5% |
| 1Y | -12.2% | +9.3% | -21.5% | +0.1% |
| All | -12.2% | +9.8% | -21.9% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling