-99.8%
PLAG vs SPY
+311.8%
-411.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.0% |
| 7D | 0.0% | -0.9% | +0.9% | +0.6% |
| 30D | -46.4% | -2.4% | -44.0% | -45.6% |
| 3M | -93.6% | -1.2% | -92.5% | -93.6% |
| 6M | -80.0% | +3.3% | -83.3% | -80.6% |
| YTD | -83.1% | +12.3% | -95.4% | -84.5% |
| 1Y | -78.5% | +12.4% | -90.9% | -80.3% |
| 3Y | -93.3% | +78.8% | -172.1% | -95.4% |
| 5Y | -97.3% | +75.2% | -172.5% | -98.2% |
| 10Y | -99.8% | +311.1% | -410.9% | -99.9% |
| All | -99.8% | +311.8% | -411.5% | -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