+828.4%
SPYM vs PTC
+823.2%
+5.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | +1.4% |
| 7D | +0.1% | -10.3% | +10.4% | +3.3% |
| 30D | +0.1% | +1.1% | -1.1% | -0.6% |
| 3M | +2.0% | +1.6% | +0.4% | +0.4% |
| 6M | +13.1% | -13.5% | +26.5% | +16.3% |
| YTD | +13.6% | -19.1% | +32.7% | +18.9% |
| 1Y | +20.1% | -33.9% | +53.9% | +33.3% |
| 3Y | +77.6% | -3.9% | +81.5% | +73.2% |
| 5Y | +82.5% | +6.0% | +76.5% | +70.0% |
| 10Y | +317.6% | +223.7% | +93.9% | +164.8% |
| All | +828.4% | +823.2% | +5.2% | +276.0% |
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