-93.1%
PLG vs SPY
+312.9%
-406.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.4% |
| 7D | +4.8% | -2.7% | +7.5% | +8.3% |
| 30D | -12.0% | -5.4% | -6.6% | -5.5% |
| 3M | -25.2% | -4.1% | -21.1% | -20.8% |
| 6M | -40.9% | +0.7% | -41.6% | -40.4% |
| YTD | -53.4% | +8.7% | -62.1% | -56.4% |
| 1Y | -41.8% | +10.9% | -52.7% | -46.4% |
| 3Y | +3.8% | +75.0% | -71.2% | -41.5% |
| 5Y | -57.9% | +67.8% | -125.6% | -75.2% |
| All | -93.1% | +312.9% | -406.0% | -98.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling