+79.7%
PLOW vs SPY
+311.3%
-231.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.2% |
| 7D | +2.2% | +0.5% | +1.6% | +1.7% |
| 30D | -6.2% | -0.9% | -5.3% | -5.4% |
| 3M | -7.0% | +3.9% | -10.9% | -10.3% |
| 6M | -2.6% | +14.5% | -17.1% | -14.1% |
| YTD | +29.1% | +12.9% | +16.2% | +15.5% |
| 1Y | +28.9% | +19.4% | +9.5% | +9.6% |
| 3Y | +47.9% | +78.5% | -30.6% | -14.6% |
| 5Y | +32.4% | +81.8% | -49.3% | -25.2% |
| 10Y | +79.7% | +311.5% | -231.9% | -62.4% |
| All | +79.7% | +311.3% | -231.7% | -62.4% |
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 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