+84.6%
SPYG vs PTC
+1.8%
+82.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +1.5% |
| 7D | +1.2% | -12.8% | +14.0% | +6.2% |
| 30D | -1.6% | -9.8% | +8.2% | +1.8% |
| 3M | +3.4% | -2.1% | +5.4% | +2.7% |
| 6M | +18.9% | -18.1% | +37.0% | +26.8% |
| YTD | +13.8% | -23.5% | +37.3% | +24.6% |
| 1Y | +20.6% | -37.4% | +58.0% | +44.0% |
| 3Y | +100.5% | -7.2% | +107.7% | +90.5% |
| 5Y | +84.6% | +2.7% | +81.9% | +59.5% |
| All | +84.6% | +1.8% | +82.8% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling