-94.3%
PLAG vs SPY
+81.8%
-176.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.2% |
| 7D | +10.8% | +0.5% | +10.2% | +10.4% |
| 30D | +28.6% | -0.9% | +29.5% | +28.4% |
| 3M | -55.0% | +3.9% | -58.9% | -56.8% |
| 6M | -75.5% | +14.5% | -90.0% | -78.5% |
| YTD | -67.1% | +12.9% | -80.0% | -70.6% |
| 1Y | -56.9% | +19.4% | -76.2% | -63.3% |
| 3Y | -89.9% | +78.5% | -168.3% | -93.8% |
| 5Y | -94.3% | +81.8% | -176.0% | -96.5% |
| All | -94.3% | +81.8% | -176.0% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling