+14.8%
SPYM vs PTC
+0.1%
+14.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -1.1% | +1.5% | -2.6% | -1.1% |
| 3M | -0.3% | +37.8% | -38.1% | -1.7% |
| 6M | +7.3% | +41.2% | -33.9% | +6.0% |
| YTD | +13.4% | +12.0% | +1.4% | +16.3% |
| 1Y | +14.8% | +1.6% | +13.2% | +19.9% |
| All | +14.8% | +0.1% | +14.7% | +19.9% |
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