+169.6%
PLAB vs SPY
+312.9%
-143.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +6.8% |
| 7D | -0.8% | -2.7% | +1.9% | +3.4% |
| 30D | -9.1% | -5.4% | -3.7% | -1.1% |
| 3M | -14.2% | -4.1% | -10.1% | -8.5% |
| 6M | -47.5% | +0.7% | -48.2% | -47.3% |
| YTD | -14.5% | +8.7% | -23.2% | -22.1% |
| 1Y | +20.6% | +10.9% | +9.8% | +7.6% |
| 3Y | +38.0% | +75.0% | -37.0% | -30.9% |
| 5Y | +93.9% | +67.8% | +26.1% | +5.9% |
| All | +169.6% | +312.9% | -143.3% | -66.7% |
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