-98.0%
PTN vs SPY
+79.8%
-177.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.0% |
| 7D | -8.1% | -2.0% | -6.1% | -6.4% |
| 30D | +62.2% | -1.7% | +63.9% | +64.6% |
| 3M | -11.9% | +4.7% | -16.6% | -16.1% |
| 6M | -46.5% | +12.5% | -59.0% | -52.4% |
| YTD | -21.8% | +11.7% | -33.6% | -30.2% |
| 1Y | +37.4% | +17.5% | +19.9% | +15.4% |
| 3Y | -88.4% | +76.6% | -165.0% | -94.4% |
| 5Y | -98.0% | +82.0% | -180.1% | -99.0% |
| All | -98.0% | +79.8% | -177.8% | -99.0% |
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