-97.8%
PLCE vs SPY
+13.0%
-110.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.3% | +9.8% | +10.7% |
| 7D | -16.7% | -0.9% | -15.8% | -15.9% |
| 30D | -84.7% | -2.4% | -82.4% | -84.3% |
| 3M | -92.1% | -1.2% | -90.9% | -92.1% |
| 6M | -93.7% | +3.3% | -97.0% | -94.3% |
| YTD | -95.0% | +12.3% | -107.3% | -96.4% |
| 1Y | -97.8% | +12.4% | -110.3% | -98.4% |
| All | -97.8% | +13.0% | -110.8% | -98.4% |
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 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