-80.5%
PLCE vs SPY
+1,234.8%
-1,315.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +13.8% | +0.1% | +13.7% | +13.7% |
| 30D | +7.7% | +0.1% | +7.6% | +7.6% |
| 3M | -21.5% | +2.0% | -23.5% | -23.0% |
| 6M | -29.6% | +13.0% | -42.6% | -38.5% |
| YTD | -29.4% | +13.5% | -42.9% | -38.5% |
| 1Y | -47.2% | +20.0% | -67.1% | -56.4% |
| 3Y | -89.8% | +77.2% | -167.0% | -94.5% |
| 5Y | -96.7% | +81.9% | -178.6% | -98.2% |
| 10Y | -96.4% | +314.1% | -410.5% | -99.1% |
| All | -80.5% | +1,234.8% | -1,315.3% | -98.6% |
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 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