+334.4%
PLNT vs SPY
+330.4%
+4.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | -1.4% |
| 7D | +9.8% | +0.1% | +9.7% | +9.2% |
| 30D | +27.4% | -3.3% | +30.7% | +31.6% |
| 3M | +22.2% | -2.4% | +24.6% | +24.8% |
| 6M | +33.2% | +2.6% | +30.6% | +27.7% |
| YTD | -43.7% | +11.2% | -54.9% | -51.1% |
| 1Y | -42.5% | +13.4% | -55.9% | -51.3% |
| 3Y | -2.9% | +79.9% | -82.8% | -55.2% |
| 5Y | -35.3% | +72.2% | -107.5% | -68.3% |
| 10Y | +201.8% | +307.3% | -105.5% | -41.5% |
| All | +334.4% | +330.4% | +4.0% | -17.6% |
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