-98.8%
PLG vs SPY
+821.7%
-920.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +1.3% | +0.1% | +1.3% | +1.4% |
| 3M | -9.0% | +2.0% | -11.0% | -10.0% |
| 6M | -37.6% | +13.0% | -50.6% | -43.7% |
| YTD | -36.0% | +13.5% | -49.6% | -42.2% |
| 1Y | -6.8% | +20.0% | -26.8% | -19.4% |
| 3Y | +19.8% | +77.2% | -57.3% | -27.6% |
| 5Y | -47.0% | +81.9% | -128.9% | -68.8% |
| 10Y | -94.9% | +314.1% | -408.9% | -98.5% |
| All | -98.8% | +821.7% | -920.5% | -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