+132.0%
PLGO vs SPY
+79.7%
+52.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +0.8% |
| 7D | +6.8% | +0.1% | +6.7% | +6.6% |
| 30D | +16.6% | -3.3% | +19.9% | +18.4% |
| 3M | +13.7% | -2.4% | +16.2% | +14.9% |
| 6M | +37.0% | +2.6% | +34.5% | +34.0% |
| YTD | +47.6% | +11.2% | +36.3% | +37.0% |
| 1Y | +53.1% | +13.4% | +39.8% | +40.2% |
| 3Y | +115.3% | +79.9% | +35.4% | +39.7% |
| All | +132.0% | +79.7% | +52.3% | +56.2% |
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