+880.3%
PTY vs SPY
+1,157.5%
-277.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +1.1% |
| 7D | +2.0% | -4.7% | +6.8% | +5.0% |
| 30D | +2.1% | -5.9% | +8.0% | +5.9% |
| 3M | -3.6% | -4.5% | +1.0% | -0.9% |
| 6M | -4.5% | +1.8% | -6.3% | -5.8% |
| YTD | -5.9% | +8.3% | -14.2% | -10.7% |
| 1Y | -9.9% | +9.3% | -19.3% | -15.1% |
| 3Y | +10.5% | +74.9% | -64.3% | -23.2% |
| 5Y | +1.2% | +67.3% | -66.1% | -28.7% |
| 10Y | +110.4% | +311.6% | -201.2% | -16.3% |
| All | +880.3% | +1,157.5% | -277.1% | +108.4% |
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 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