+261.6%
PLNT vs SPY
+339.3%
-77.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -10.1% | +0.1% | -10.2% | -10.2% |
| 3M | -0.9% | +2.0% | -2.9% | -3.7% |
| 6M | -37.5% | +13.0% | -50.5% | -46.1% |
| YTD | -53.1% | +13.5% | -66.6% | -60.0% |
| 1Y | -50.6% | +20.0% | -70.6% | -60.7% |
| 3Y | -17.5% | +77.2% | -94.7% | -60.7% |
| 5Y | -33.5% | +81.9% | -115.4% | -69.4% |
| 10Y | +175.5% | +314.1% | -138.5% | -47.4% |
| All | +261.6% | +339.3% | -77.7% | -32.6% |
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 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