+84.5%
PLOW vs SPY
+312.9%
-228.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.6% |
| 7D | -8.0% | -2.7% | -5.3% | -5.7% |
| 30D | -8.6% | -5.4% | -3.2% | -4.0% |
| 3M | -18.5% | -4.1% | -14.4% | -15.5% |
| 6M | -18.9% | +0.7% | -19.6% | -19.6% |
| YTD | +13.6% | +8.7% | +5.0% | +5.2% |
| 1Y | +20.1% | +10.9% | +9.2% | +9.2% |
| 3Y | +52.7% | +75.0% | -22.3% | -10.0% |
| 5Y | +0.8% | +67.8% | -67.0% | -38.4% |
| All | +84.5% | +312.9% | -228.3% | -59.7% |
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