-49.3%
PLBL vs SPY
+20.3%
-69.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.5% | -3.3% | -0.2% | -1.9% |
| 3M | -4.6% | -2.4% | -2.1% | -3.5% |
| 6M | -26.5% | +2.6% | -29.0% | -26.3% |
| YTD | -50.4% | +11.2% | -61.6% | -49.8% |
| 1Y | -32.8% | +13.4% | -46.1% | -30.8% |
| All | -49.3% | +20.3% | -69.6% | -45.5% |
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