+81.7%
PLOW vs SPY
+315.0%
-233.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +0.7% |
| 7D | -6.3% | +0.1% | -6.4% | -6.4% |
| 30D | -4.7% | -3.3% | -1.3% | -1.8% |
| 3M | -15.2% | -2.4% | -12.7% | -13.3% |
| 6M | -16.4% | +2.6% | -18.9% | -18.5% |
| YTD | +16.8% | +11.2% | +5.6% | +6.0% |
| 1Y | +25.1% | +13.4% | +11.7% | +11.5% |
| 3Y | +60.4% | +79.9% | -19.5% | -7.7% |
| 5Y | +1.2% | +72.2% | -71.0% | -39.5% |
| 10Y | +81.7% | +307.3% | -225.6% | -57.5% |
| All | +81.7% | +315.0% | -233.3% | -57.5% |
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