+82.3%
SPYM vs PTC
+1.8%
+80.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +5.0% | +1.1% |
| 7D | +0.6% | -12.8% | +13.4% | +4.7% |
| 30D | -0.9% | -9.8% | +8.9% | +1.9% |
| 3M | +3.9% | -2.1% | +6.0% | +3.4% |
| 6M | +14.5% | -18.1% | +32.6% | +20.9% |
| YTD | +13.0% | -23.5% | +36.5% | +21.8% |
| 1Y | +19.4% | -37.4% | +56.8% | +38.3% |
| 3Y | +78.9% | -7.2% | +86.1% | +71.7% |
| 5Y | +82.3% | +2.7% | +79.7% | +62.5% |
| All | +82.3% | +1.8% | +80.5% | +62.5% |
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