+2,113.1%
PLPC vs SPY
+766.7%
+1,346.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.4% | -7.2% | -8.0% |
| 7D | -21.2% | -4.7% | -16.5% | -17.8% |
| 30D | -40.2% | -5.9% | -34.3% | -36.8% |
| 3M | -46.5% | -4.5% | -42.0% | -44.1% |
| 6M | -29.7% | +1.8% | -31.5% | -29.6% |
| YTD | +22.2% | +8.3% | +13.9% | +16.9% |
| 1Y | +19.2% | +9.3% | +9.9% | +13.5% |
| 3Y | +119.9% | +74.9% | +45.0% | +45.8% |
| 5Y | +264.4% | +67.3% | +197.1% | +147.1% |
| 10Y | +540.6% | +311.6% | +229.0% | +122.9% |
| All | +2,113.1% | +766.7% | +1,346.5% | +369.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling