+470.8%
PLPC vs SPY
+307.0%
+163.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +9.1% | +2.6% | +6.5% | +6.5% |
| 30D | -23.8% | -2.0% | -21.9% | -21.6% |
| 3M | -36.1% | -2.8% | -33.3% | -33.5% |
| 6M | -17.6% | +2.1% | -19.7% | -17.6% |
| YTD | +38.7% | +11.5% | +27.2% | +27.9% |
| 1Y | +42.0% | +13.5% | +28.5% | +29.1% |
| 3Y | +132.1% | +77.7% | +54.4% | +39.9% |
| 5Y | +330.4% | +72.6% | +257.8% | +163.3% |
| All | +470.8% | +307.0% | +163.8% | +78.1% |
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