-94.6%
PLRX vs SPY
+170.8%
-265.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +3.0% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | +10.5% | +0.1% | +10.4% | +10.4% |
| 3M | -0.9% | +2.0% | -2.8% | -3.0% |
| 6M | -10.1% | +13.0% | -23.1% | -20.4% |
| YTD | -4.9% | +13.5% | -18.5% | -16.2% |
| 1Y | -28.8% | +20.0% | -48.8% | -40.4% |
| 3Y | -93.1% | +77.2% | -170.3% | -95.7% |
| 5Y | -94.0% | +81.9% | -175.9% | -96.3% |
| All | -94.6% | +170.8% | -265.3% | -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 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