-99.9%
PLAG vs SPY
+883.2%
-983.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.9% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -49.3% | -3.3% | -46.0% | -48.4% |
| 3M | -35.7% | -2.4% | -33.3% | -35.2% |
| 6M | -80.2% | +2.6% | -82.8% | -80.7% |
| YTD | -83.6% | +11.2% | -94.8% | -84.7% |
| 1Y | -78.6% | +13.4% | -92.0% | -80.3% |
| 3Y | -93.2% | +79.9% | -173.1% | -95.1% |
| 5Y | -97.4% | +72.2% | -169.6% | -98.1% |
| 10Y | -99.8% | +307.3% | -407.1% | -99.9% |
| All | -99.9% | +883.2% | -983.1% | -100.0% |
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