-37.1%
PLNT vs SPY
+67.4%
-104.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | +12.6% | -2.7% | +15.3% | +14.8% |
| 30D | +40.0% | -5.4% | +45.4% | +46.1% |
| 3M | +17.8% | -4.1% | +21.9% | +21.4% |
| 6M | -5.7% | +0.7% | -6.4% | -7.0% |
| YTD | -44.4% | +8.7% | -53.1% | -48.9% |
| 1Y | -41.6% | +10.9% | -52.5% | -47.3% |
| 3Y | +9.3% | +75.0% | -65.7% | -39.2% |
| All | -37.1% | +67.4% | -104.5% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling