-96.3%
PLRX vs SPY
+164.3%
-260.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.4% |
| 7D | -8.7% | -0.6% | -8.1% | -8.3% |
| 30D | -22.9% | -3.7% | -19.3% | -20.1% |
| 3M | -24.4% | -2.7% | -21.7% | -22.3% |
| 6M | -35.6% | +2.2% | -37.8% | -37.1% |
| YTD | -35.6% | +10.8% | -46.4% | -41.8% |
| 1Y | -51.5% | +11.2% | -62.7% | -56.3% |
| 3Y | -94.3% | +76.5% | -170.8% | -96.4% |
| 5Y | -95.3% | +72.9% | -168.2% | -96.9% |
| All | -96.3% | +164.3% | -260.6% | -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