+27.1%
PTRN vs SPY
+15.4%
+11.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +2.0% |
| 7D | -3.5% | -2.0% | -1.6% | -0.5% |
| 30D | -11.2% | -1.7% | -9.5% | -8.8% |
| 3M | -3.6% | +4.7% | -8.4% | -10.6% |
| 6M | +78.8% | +12.5% | +66.3% | +43.3% |
| YTD | +72.1% | +11.7% | +60.4% | +41.3% |
| All | +27.1% | +15.4% | +11.7% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling