+69.2%
SPYG vs PTC
+61.7%
+7.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -1.9% | +1.3% | -3.2% | -2.3% |
| 30D | -9.2% | +1.1% | -10.2% | -9.4% |
| 3M | -6.8% | +30.1% | -37.0% | -15.5% |
| 6M | -2.6% | +34.0% | -36.6% | -13.4% |
| YTD | +7.5% | +12.8% | -5.4% | +2.4% |
| 1Y | +6.7% | +10.7% | -4.1% | +2.4% |
| 3Y | +90.1% | +29.6% | +60.4% | +60.8% |
| 5Y | +69.2% | +63.5% | +5.7% | +24.2% |
| All | +69.2% | +61.7% | +7.5% | +24.2% |
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