+17.9%
SPYG vs PTC
-36.4%
+54.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -0.9% | -7.3% | +6.4% | -0.4% |
| 30D | -1.5% | -11.6% | +10.1% | -0.7% |
| 3M | +3.7% | +10.5% | -6.7% | +3.1% |
| 6M | +16.4% | -17.8% | +34.2% | +20.9% |
| YTD | +13.3% | -24.9% | +38.3% | +20.6% |
| 1Y | +17.9% | -36.8% | +54.7% | +34.8% |
| All | +17.9% | -36.4% | +54.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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