-100.0%
PTN vs SPY
+1,211.9%
-1,311.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +21.2% | +0.1% | +21.1% | +21.1% |
| 30D | +59.9% | +0.1% | +59.9% | +59.9% |
| 3M | -11.4% | +2.0% | -13.4% | -12.6% |
| 6M | -40.2% | +13.0% | -53.2% | -44.0% |
| YTD | -17.4% | +13.5% | -31.0% | -22.9% |
| 1Y | +41.1% | +20.0% | +21.1% | +27.5% |
| 3Y | -88.0% | +77.2% | -165.1% | -91.3% |
| 5Y | -97.9% | +81.9% | -179.8% | -98.5% |
| 10Y | -98.0% | +314.1% | -412.1% | -98.9% |
| All | -100.0% | +1,211.9% | -1,311.8% | -100.0% |
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 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