+128.9%
PLPC vs SPY
+75.1%
+53.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.5% |
| 7D | -10.0% | -2.7% | -7.3% | -6.1% |
| 30D | -35.3% | -5.4% | -29.9% | -29.4% |
| 3M | -43.1% | -4.1% | -39.0% | -39.0% |
| 6M | -28.4% | +0.7% | -29.1% | -27.1% |
| YTD | +27.1% | +8.7% | +18.4% | +19.0% |
| 1Y | +26.3% | +10.9% | +15.4% | +16.0% |
| 3Y | +128.9% | +75.0% | +53.9% | +9.0% |
| All | +128.9% | +75.1% | +53.8% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling