-64.7%
PLG vs SPY
+72.1%
-136.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.4% |
| 7D | -3.6% | +2.6% | -6.2% | -7.0% |
| 30D | -3.6% | -2.0% | -1.7% | -1.0% |
| 3M | -28.4% | -2.8% | -25.6% | -25.3% |
| 6M | -43.6% | +2.1% | -45.8% | -44.3% |
| YTD | -55.1% | +11.5% | -66.6% | -59.6% |
| 1Y | -49.5% | +13.5% | -63.0% | -55.2% |
| 3Y | +9.3% | +77.7% | -68.4% | -38.3% |
| All | -64.7% | +72.1% | -136.8% | -80.2% |
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 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