-99.8%
PLAG vs SPY
+307.0%
-406.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +5.9% | +5.8% |
| 7D | +2.7% | +2.6% | +0.1% | +1.2% |
| 30D | -41.5% | -2.0% | -39.6% | -40.9% |
| 3M | -66.4% | -2.8% | -63.6% | -65.8% |
| 6M | -78.7% | +2.1% | -80.8% | -79.2% |
| YTD | -82.6% | +11.5% | -94.1% | -84.0% |
| 1Y | -77.9% | +13.5% | -91.4% | -79.9% |
| 3Y | -91.2% | +77.7% | -168.9% | -94.0% |
| 5Y | -97.3% | +72.6% | -169.9% | -98.1% |
| All | -99.8% | +307.0% | -406.8% | -99.9% |
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