+29.2%
PTRN vs SPY
+17.2%
+12.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -14.5% | +0.1% | -14.6% | -14.5% |
| 3M | -0.6% | +2.0% | -2.6% | -3.3% |
| 6M | +76.0% | +13.0% | +62.9% | +41.1% |
| YTD | +75.0% | +13.5% | +61.5% | +40.2% |
| All | +29.2% | +17.2% | +12.0% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling