-100.0%
PTN vs SPY
+1,188.1%
-1,288.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.0% |
| 7D | -0.6% | +2.6% | -3.2% | -1.8% |
| 30D | -16.0% | -2.0% | -14.1% | -14.9% |
| 3M | -37.7% | -2.8% | -34.9% | -36.6% |
| 6M | -62.4% | +2.1% | -64.5% | -62.7% |
| YTD | -59.5% | +11.5% | -71.0% | -61.7% |
| 1Y | -42.3% | +13.5% | -55.8% | -46.0% |
| 3Y | -93.8% | +77.7% | -171.5% | -95.5% |
| 5Y | -98.8% | +72.6% | -171.4% | -99.1% |
| 10Y | -99.1% | +308.2% | -407.2% | -99.5% |
| All | -100.0% | +1,188.1% | -1,288.1% | -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