+188.5%
PLNT vs SPY
+307.0%
-118.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +1.4% | +2.6% | -1.2% | -1.6% |
| 30D | +30.3% | -2.0% | +32.3% | +32.5% |
| 3M | +24.6% | -2.8% | +27.4% | +27.8% |
| 6M | +20.9% | +2.1% | +18.8% | +16.3% |
| YTD | -43.6% | +11.5% | -55.1% | -51.4% |
| 1Y | -42.9% | +13.5% | -56.3% | -51.9% |
| 3Y | -4.2% | +77.7% | -81.9% | -56.5% |
| 5Y | -33.7% | +72.6% | -106.3% | -68.5% |
| All | +188.5% | +307.0% | -118.5% | -54.3% |
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