-98.3%
PTN vs SPY
+322.5%
-420.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.7% |
| 7D | -7.1% | -0.8% | -6.3% | -6.4% |
| 30D | +24.6% | -1.1% | +25.7% | +25.8% |
| 3M | -13.7% | +3.9% | -17.6% | -17.6% |
| 6M | -46.6% | +13.6% | -60.2% | -53.6% |
| YTD | -23.3% | +12.7% | -36.0% | -32.9% |
| 1Y | +37.4% | +17.5% | +19.9% | +13.7% |
| 3Y | -88.3% | +76.9% | -165.2% | -94.2% |
| 5Y | -98.1% | +83.6% | -181.7% | -99.1% |
| All | -98.3% | +322.5% | -420.7% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling