+335.0%
PLNT vs SPY
+334.4%
+0.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -1.7% |
| 7D | +6.7% | -0.9% | +7.6% | +7.3% |
| 30D | +27.8% | -2.4% | +30.1% | +30.5% |
| 3M | +27.7% | -1.2% | +28.8% | +28.4% |
| 6M | +26.4% | +3.3% | +23.1% | +20.2% |
| YTD | -43.6% | +12.3% | -55.9% | -51.5% |
| 1Y | -42.2% | +12.4% | -54.6% | -50.5% |
| 3Y | -4.6% | +78.8% | -83.4% | -55.6% |
| 5Y | -32.3% | +75.2% | -107.5% | -67.5% |
| 10Y | +183.6% | +311.1% | -127.5% | -45.7% |
| All | +335.0% | +334.4% | +0.5% | -18.4% |
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