+584.0%
PLPC vs SPY
+315.0%
+268.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.2% | +6.1% |
| 7D | +2.1% | +0.1% | +2.0% | +2.4% |
| 30D | -28.4% | -3.3% | -25.1% | -25.3% |
| 3M | -39.0% | -2.4% | -36.6% | -36.9% |
| 6M | -17.8% | +2.6% | -20.3% | -18.2% |
| YTD | +38.0% | +11.2% | +26.7% | +27.5% |
| 1Y | +36.0% | +13.4% | +22.6% | +23.8% |
| 3Y | +141.3% | +79.9% | +61.4% | +44.0% |
| 5Y | +331.7% | +72.2% | +259.5% | +164.8% |
| 10Y | +584.0% | +307.3% | +276.6% | +155.5% |
| All | +584.0% | +315.0% | +268.9% | +155.5% |
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