-96.2%
PLRX vs SPY
+165.3%
-261.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -3.5% |
| 7D | -4.7% | +0.1% | -4.8% | -4.9% |
| 30D | -21.6% | -3.3% | -18.3% | -19.0% |
| 3M | -23.8% | -2.4% | -21.4% | -22.0% |
| 6M | -34.5% | +2.6% | -37.0% | -36.2% |
| YTD | -34.5% | +11.2% | -45.7% | -41.0% |
| 1Y | -50.0% | +13.4% | -63.4% | -55.8% |
| 3Y | -94.4% | +79.9% | -174.3% | -96.5% |
| 5Y | -95.3% | +72.2% | -167.5% | -96.9% |
| All | -96.2% | +165.3% | -261.5% | -98.1% |
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