+925.2%
PTY vs SPY
+1,218.0%
-292.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +0.8% | +0.1% | +0.8% | +0.8% |
| 3M | +2.0% | +2.0% | 0.0% | +0.6% |
| 6M | -1.7% | +13.0% | -14.7% | -8.9% |
| YTD | -1.6% | +13.5% | -15.1% | -9.2% |
| 1Y | -7.8% | +20.0% | -27.7% | -17.8% |
| 3Y | +14.6% | +77.2% | -62.6% | -21.0% |
| 5Y | +9.2% | +81.9% | -72.7% | -27.0% |
| 10Y | +112.1% | +314.1% | -201.9% | -15.9% |
| All | +925.2% | +1,218.0% | -292.8% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling