-99.5%
PLRZ vs SPY
+33.6%
-133.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -0.9% | +3.3% | -4.2% | -1.9% |
| 30D | +17.9% | -2.7% | +20.5% | +18.7% |
| 3M | +18.1% | -1.7% | +19.9% | +18.5% |
| 6M | -23.5% | +3.1% | -26.6% | -25.0% |
| YTD | +35.2% | +11.9% | +23.3% | +28.1% |
| 1Y | +126.2% | +12.0% | +114.2% | +113.8% |
| All | -99.5% | +33.6% | -133.1% | -99.9% |
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