+106.3%
PLGO vs SPY
+83.4%
+22.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.7% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | +19.0% | +2.0% | +17.0% | +17.3% |
| 6M | +31.7% | +13.0% | +18.7% | +21.8% |
| YTD | +31.3% | +13.5% | +17.7% | +20.8% |
| 1Y | +46.0% | +20.0% | +26.0% | +29.2% |
| 3Y | +82.7% | +77.2% | +5.5% | +20.9% |
| All | +106.3% | +83.4% | +22.9% | +37.8% |
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