+80.3%
SPYM vs PTC
+30.6%
+49.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | -3.3% | +0.7% | -4.1% | -3.4% |
| 3M | -2.4% | +32.6% | -35.0% | -7.3% |
| 6M | +2.6% | +33.6% | -31.0% | -2.7% |
| YTD | +11.3% | +12.4% | -1.1% | +10.8% |
| 1Y | +13.5% | +11.2% | +2.2% | +13.3% |
| 3Y | +80.3% | +31.7% | +48.6% | +57.5% |
| All | +80.3% | +30.6% | +49.7% | +57.5% |
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 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