+513.3%
PLAB vs SPY
+3,091.8%
-2,578.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +4.0% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -8.9% | +0.1% | -8.9% | -8.9% |
| 3M | -7.6% | +2.0% | -9.6% | -9.2% |
| 6M | -23.3% | +13.0% | -36.3% | -35.2% |
| YTD | -9.0% | +13.5% | -22.5% | -23.0% |
| 1Y | +31.1% | +20.0% | +11.1% | +3.4% |
| 3Y | +20.4% | +77.2% | -56.8% | -45.0% |
| 5Y | +100.2% | +81.9% | +18.3% | -9.2% |
| 10Y | +201.2% | +314.1% | -112.8% | -61.0% |
| All | +513.3% | +3,091.8% | -2,578.5% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling