-99.8%
PLCE vs SPY
+72.2%
-172.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.7% |
| 7D | -33.3% | -0.6% | -32.7% | -36.2% |
| 30D | -87.3% | -3.7% | -83.6% | -87.3% |
| 3M | -93.1% | -2.7% | -90.4% | -93.2% |
| 6M | -94.5% | +2.2% | -96.6% | -95.0% |
| YTD | -95.5% | +10.8% | -106.3% | -96.4% |
| 1Y | -98.0% | +11.2% | -109.2% | -98.4% |
| 3Y | -99.3% | +76.5% | -175.7% | -99.7% |
| 5Y | -99.8% | +72.9% | -172.8% | -99.9% |
| All | -99.8% | +72.2% | -172.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling