-49.7%
PLBL vs SPY
+22.8%
-72.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -12.3% | +0.1% | -12.4% | -12.3% |
| 3M | -9.2% | +2.0% | -11.2% | -10.3% |
| 6M | -31.7% | +13.0% | -44.7% | -31.8% |
| YTD | -50.7% | +13.5% | -64.3% | -50.6% |
| 1Y | -48.5% | +20.0% | -68.5% | -46.3% |
| All | -49.7% | +22.8% | -72.5% | -46.4% |
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