+486.2%
PLBC vs SPY
+315.0%
+171.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +3.6% | -3.3% | +6.9% | +5.2% |
| 3M | +2.4% | -2.4% | +4.8% | +3.5% |
| 6M | +22.0% | +2.6% | +19.5% | +20.2% |
| YTD | +43.9% | +11.2% | +32.6% | +36.2% |
| 1Y | +55.1% | +13.4% | +41.7% | +45.4% |
| 3Y | +105.3% | +79.9% | +25.4% | +55.4% |
| 5Y | +89.9% | +72.2% | +17.7% | +45.5% |
| 10Y | +486.2% | +307.3% | +178.9% | +236.0% |
| All | +486.2% | +315.0% | +171.2% | +236.0% |
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 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