-96.7%
PLRX vs SPY
+165.9%
-262.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.5% |
| 7D | -14.0% | +2.6% | -16.5% | -16.1% |
| 30D | -21.2% | -2.0% | -19.2% | -19.6% |
| 3M | -35.5% | -2.8% | -32.7% | -33.6% |
| 6M | -40.4% | +2.1% | -42.6% | -41.8% |
| YTD | -42.9% | +11.5% | -54.4% | -48.7% |
| 1Y | -59.5% | +13.5% | -72.9% | -64.2% |
| 3Y | -94.6% | +77.7% | -172.3% | -96.6% |
| 5Y | -95.8% | +72.6% | -168.5% | -97.3% |
| All | -96.7% | +165.9% | -262.6% | -98.3% |
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 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