-78.5%
PLAG vs SPY
+13.0%
-91.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +7.6% |
| 7D | 0.0% | -0.9% | +0.9% | -1.8% |
| 30D | -46.4% | -2.4% | -44.0% | -49.0% |
| 3M | -93.6% | -1.2% | -92.5% | -93.7% |
| 6M | -80.0% | +3.3% | -83.3% | -80.1% |
| YTD | -83.1% | +12.3% | -95.4% | -82.4% |
| 1Y | -78.5% | +12.4% | -90.9% | -76.9% |
| All | -78.5% | +13.0% | -91.4% | -76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling