+900.1%
PLPC vs SPY
+313.4%
+586.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -15.5% | +0.1% | -15.5% | -15.5% |
| 3M | +5.9% | +2.0% | +3.9% | +4.8% |
| 6M | +56.1% | +13.0% | +43.1% | +40.4% |
| YTD | +93.2% | +13.5% | +79.7% | +73.3% |
| 1Y | +108.9% | +20.0% | +89.0% | +78.7% |
| 3Y | +138.1% | +77.2% | +60.9% | +41.9% |
| 5Y | +505.9% | +81.9% | +424.0% | +248.5% |
| All | +900.1% | +313.4% | +586.7% | +174.2% |
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