+161.4%
PLAB vs SPY
+304.1%
-142.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.3% |
| 7D | +0.4% | -0.6% | +0.9% | +1.4% |
| 30D | -5.1% | -3.7% | -1.5% | +0.6% |
| 3M | -12.4% | -2.7% | -9.7% | -8.4% |
| 6M | -47.6% | +2.2% | -49.8% | -48.6% |
| YTD | -12.2% | +10.8% | -23.0% | -22.2% |
| 1Y | +25.0% | +11.2% | +13.8% | +10.9% |
| 3Y | +38.8% | +76.5% | -37.6% | -31.5% |
| 5Y | +98.6% | +72.9% | +25.6% | +4.1% |
| 10Y | +161.4% | +304.8% | -143.4% | -65.1% |
| All | +161.4% | +304.1% | -142.7% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling