-80.4%
PTON vs SPY
+183.7%
-264.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.1% | -6.0% |
| 7D | -1.0% | +0.5% | -1.5% | -1.6% |
| 30D | -11.3% | -0.9% | -10.3% | -10.1% |
| 3M | -11.0% | +3.9% | -14.8% | -15.1% |
| 6M | +31.6% | +14.5% | +17.1% | +10.8% |
| YTD | -18.2% | +12.9% | -31.1% | -29.3% |
| 1Y | -37.8% | +19.4% | -57.1% | -49.7% |
| 3Y | -7.5% | +78.5% | -86.0% | -50.6% |
| 5Y | -94.8% | +81.8% | -176.6% | -97.3% |
| All | -80.4% | +183.7% | -264.2% | -92.0% |
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 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