+111.7%
PTY vs SPY
+315.0%
-203.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -1.1% |
| 7D | +4.3% | +0.1% | +4.2% | +4.1% |
| 30D | +4.0% | -3.3% | +7.3% | +6.0% |
| 3M | -1.7% | -2.4% | +0.7% | -0.4% |
| 6M | -2.5% | +2.6% | -5.1% | -4.3% |
| YTD | -3.5% | +11.2% | -14.7% | -10.0% |
| 1Y | -7.1% | +13.4% | -20.5% | -14.4% |
| 3Y | +16.5% | +79.9% | -63.4% | -21.8% |
| 5Y | +3.9% | +72.2% | -68.2% | -29.0% |
| 10Y | +111.7% | +307.3% | -195.6% | -17.3% |
| All | +111.7% | +315.0% | -203.3% | -17.3% |
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