-98.7%
PLCE vs SPY
+74.5%
-173.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +41.7% | -4.4% | +46.1% | +48.3% |
| 7D | -26.1% | -4.7% | -21.4% | -22.5% |
| 30D | -82.2% | -5.9% | -76.3% | -81.1% |
| 3M | -87.0% | -4.5% | -82.4% | -86.5% |
| 6M | -88.7% | +1.8% | -90.5% | -89.6% |
| YTD | -91.5% | +8.3% | -99.8% | -93.0% |
| 1Y | -95.6% | +9.3% | -104.9% | -96.4% |
| All | -98.7% | +74.5% | -173.2% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling