-35.5%
PLBL vs SPY
+9.9%
-45.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.1% |
| 7D | -0.4% | -2.7% | +2.3% | +1.6% |
| 30D | -5.1% | -5.4% | +0.3% | -1.4% |
| 3M | -9.6% | -4.1% | -5.5% | -6.9% |
| 6M | -24.6% | +0.7% | -25.4% | -23.6% |
| YTD | -51.2% | +8.7% | -59.9% | -50.8% |
| 1Y | -35.5% | +10.9% | -46.3% | -33.1% |
| All | -35.5% | +9.9% | -45.3% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling