-94.6%
PLRX vs SPY
+168.0%
-262.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.8% |
| 7D | -0.9% | -0.4% | -0.5% | -0.6% |
| 30D | +10.6% | -1.4% | +12.0% | +12.0% |
| 3M | -3.4% | +3.7% | -7.1% | -7.0% |
| 6M | -12.9% | +13.0% | -25.9% | -22.9% |
| YTD | -5.7% | +12.4% | -18.1% | -16.1% |
| 1Y | -34.3% | +18.5% | -52.8% | -44.3% |
| 3Y | -93.0% | +77.6% | -170.6% | -95.7% |
| 5Y | -93.8% | +81.7% | -175.5% | -96.1% |
| All | -94.6% | +168.0% | -262.6% | -97.3% |
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