+100.5%
SPYG vs PTC
-8.0%
+108.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.9% |
| 7D | +1.2% | -12.8% | +14.0% | +4.7% |
| 30D | -1.6% | -9.8% | +8.2% | +0.8% |
| 3M | +3.4% | -2.1% | +5.4% | +3.2% |
| 6M | +18.9% | -18.1% | +37.0% | +25.9% |
| YTD | +13.8% | -23.5% | +37.3% | +23.3% |
| 1Y | +20.6% | -37.4% | +58.0% | +40.9% |
| 3Y | +100.5% | -7.2% | +107.7% | +86.4% |
| All | +100.5% | -8.0% | +108.5% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling