+94.0%
PLBC vs SPY
+74.6%
+19.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | +2.0% | -2.4% | +4.4% | +3.1% |
| 3M | +1.4% | -1.2% | +2.6% | +1.8% |
| 6M | +23.7% | +3.3% | +20.4% | +21.4% |
| YTD | +43.7% | +12.3% | +31.4% | +35.3% |
| 1Y | +53.0% | +12.4% | +40.5% | +43.9% |
| 3Y | +100.8% | +78.8% | +22.0% | +55.0% |
| 5Y | +94.0% | +75.2% | +18.8% | +47.7% |
| All | +94.0% | +74.6% | +19.3% | +47.7% |
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 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