-98.8%
PTN vs SPY
+72.1%
-170.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.8% |
| 7D | -0.6% | +2.6% | -3.2% | -2.7% |
| 30D | -16.0% | -2.0% | -14.1% | -14.1% |
| 3M | -37.7% | -2.8% | -34.9% | -35.8% |
| 6M | -62.4% | +2.1% | -64.5% | -63.1% |
| YTD | -59.5% | +11.5% | -71.0% | -63.5% |
| 1Y | -42.3% | +13.5% | -55.8% | -49.2% |
| 3Y | -93.8% | +77.7% | -171.5% | -97.0% |
| All | -98.8% | +72.1% | -170.9% | -99.2% |
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