+648.7%
PLBC vs SPY
+311.3%
+337.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.0% |
| 7D | +2.7% | +0.5% | +2.1% | +2.4% |
| 30D | +1.3% | -0.9% | +2.2% | +1.7% |
| 3M | +14.7% | +3.9% | +10.9% | +12.5% |
| 6M | +25.8% | +14.5% | +11.3% | +17.5% |
| YTD | +42.3% | +12.9% | +29.4% | +33.8% |
| 1Y | +41.8% | +19.4% | +22.4% | +29.7% |
| 3Y | +100.9% | +78.5% | +22.5% | +52.3% |
| 5Y | +119.6% | +81.8% | +37.8% | +63.6% |
| 10Y | +648.7% | +311.5% | +337.2% | +264.7% |
| All | +648.7% | +311.3% | +337.4% | +264.7% |
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