+482.6%
PLBC vs SPY
+308.5%
+174.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +0.5% | +3.3% | -2.8% | -1.0% |
| 30D | +2.6% | -2.7% | +5.3% | +3.8% |
| 3M | +0.1% | -1.7% | +1.9% | +0.9% |
| 6M | +23.4% | +3.1% | +20.3% | +21.2% |
| YTD | +44.1% | +11.9% | +32.2% | +36.0% |
| 1Y | +51.8% | +12.0% | +39.8% | +43.2% |
| 3Y | +101.3% | +78.2% | +23.2% | +53.0% |
| 5Y | +95.8% | +73.2% | +22.6% | +49.6% |
| All | +482.6% | +308.5% | +174.1% | +243.7% |
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