+699.6%
PLBC vs SPY
+1,213.9%
-514.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +3.2% | +0.1% | +3.1% | +3.2% |
| 3M | +18.2% | +2.0% | +16.2% | +17.6% |
| 6M | +24.9% | +13.0% | +11.9% | +21.3% |
| YTD | +44.1% | +13.5% | +30.6% | +39.9% |
| 1Y | +44.6% | +20.0% | +24.6% | +38.6% |
| 3Y | +96.7% | +77.2% | +19.5% | +74.1% |
| 5Y | +122.9% | +81.9% | +41.1% | +95.5% |
| 10Y | +666.5% | +314.1% | +352.5% | +503.4% |
| All | +699.6% | +1,213.9% | -514.3% | +460.6% |
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