+535.5%
SPYG vs PTC
+601.3%
-65.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -7.2% | +0.9% | -8.1% | -7.4% |
| 3M | -4.6% | +30.4% | -35.0% | -12.0% |
| 6M | -1.2% | +34.4% | -35.6% | -10.3% |
| YTD | +9.3% | +12.6% | -3.3% | +3.3% |
| 1Y | +8.8% | +10.2% | -1.3% | +3.3% |
| 3Y | +93.3% | +29.4% | +63.9% | +74.7% |
| 5Y | +71.7% | +63.7% | +8.0% | +45.8% |
| 10Y | +399.8% | +316.9% | +82.9% | +231.7% |
| All | +535.5% | +601.3% | -65.8% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling