+32.8%
PLOW vs SPY
+82.0%
-49.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -7.3% | +0.1% | -7.3% | -7.3% |
| 3M | -4.9% | +2.0% | -6.9% | -6.5% |
| 6M | -7.0% | +13.0% | -20.0% | -15.9% |
| YTD | +31.3% | +13.5% | +17.8% | +18.3% |
| 1Y | +30.2% | +20.0% | +10.3% | +12.3% |
| 3Y | +52.5% | +77.2% | -24.7% | -5.7% |
| All | +32.8% | +82.0% | -49.2% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling