+693.8%
PLBC vs SPY
+1,157.5%
-463.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -0.4% | -2.7% | +2.3% | +0.2% |
| 30D | +2.3% | -5.4% | +7.7% | +3.6% |
| 3M | +2.2% | -4.1% | +6.3% | +3.1% |
| 6M | +22.1% | +0.7% | +21.4% | +21.8% |
| YTD | +43.1% | +8.7% | +34.4% | +40.2% |
| 1Y | +54.7% | +10.9% | +43.8% | +50.9% |
| 3Y | +98.3% | +75.0% | +23.3% | +76.2% |
| 5Y | +92.6% | +67.8% | +24.8% | +71.7% |
| 10Y | +552.0% | +312.9% | +239.1% | +416.9% |
| All | +693.8% | +1,157.5% | -463.7% | +461.9% |
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