+172.9%
PLNT vs SPY
+311.3%
-138.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | -1.2% | +0.5% | -1.7% | -1.8% |
| 30D | -0.3% | -0.9% | +0.7% | +0.8% |
| 3M | -1.7% | +3.9% | -5.6% | -6.6% |
| 6M | -36.6% | +14.5% | -51.1% | -46.5% |
| YTD | -54.0% | +12.9% | -66.9% | -60.7% |
| 1Y | -52.1% | +19.4% | -71.5% | -62.0% |
| 3Y | -15.2% | +78.5% | -93.7% | -61.3% |
| 5Y | -35.2% | +81.8% | -117.0% | -71.2% |
| 10Y | +172.9% | +311.5% | -138.6% | -56.6% |
| All | +172.9% | +311.3% | -138.4% | -56.6% |
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