-76.9%
PTON vs SPY
+179.5%
-256.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +3.1% |
| 7D | +12.3% | +0.1% | +12.2% | +11.7% |
| 30D | +16.2% | -3.3% | +19.5% | +20.8% |
| 3M | +4.8% | -2.4% | +7.2% | +7.6% |
| 6M | +4.6% | +2.6% | +2.0% | +0.9% |
| YTD | -3.4% | +11.2% | -14.6% | -15.4% |
| 1Y | -22.3% | +13.4% | -35.7% | -33.5% |
| 3Y | +33.4% | +79.9% | -46.5% | -29.8% |
| 5Y | -88.1% | +72.2% | -160.3% | -93.5% |
| All | -76.9% | +179.5% | -256.4% | -90.5% |
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