-97.6%
PLCE vs SPY
+1,173.5%
-1,271.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +41.7% | -4.4% | +46.1% | +46.8% |
| 7D | -26.1% | -4.7% | -21.4% | -23.4% |
| 30D | -82.2% | -5.9% | -76.3% | -81.4% |
| 3M | -87.0% | -4.5% | -82.4% | -86.6% |
| 6M | -88.7% | +1.8% | -90.5% | -89.2% |
| YTD | -91.5% | +8.3% | -99.8% | -92.3% |
| 1Y | -95.6% | +9.3% | -104.9% | -96.0% |
| 3Y | -98.8% | +74.9% | -173.6% | -99.3% |
| 5Y | -99.7% | +67.3% | -166.9% | -99.8% |
| 10Y | -99.5% | +311.6% | -411.1% | -99.9% |
| All | -97.6% | +1,173.5% | -1,271.2% | -99.8% |
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