+818.1%
SPYM vs PTC
+1,184.1%
-366.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | -2.4% | +0.9% | -3.3% | -2.6% |
| 3M | -1.1% | +30.4% | -31.5% | -10.1% |
| 6M | +3.3% | +34.4% | -31.1% | -7.8% |
| YTD | +12.4% | +12.6% | -0.2% | +5.2% |
| 1Y | +12.5% | +10.2% | +2.3% | +5.9% |
| 3Y | +79.1% | +29.4% | +49.8% | +57.9% |
| 5Y | +75.7% | +63.7% | +12.0% | +42.2% |
| 10Y | +313.9% | +316.9% | -3.0% | +140.1% |
| All | +818.1% | +1,184.1% | -366.0% | +232.4% |
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