-99.5%
PLRZ vs SPY
+32.8%
-132.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.6% |
| 7D | -1.9% | +0.1% | -1.9% | -2.1% |
| 30D | +22.9% | -3.3% | +26.3% | +24.1% |
| 3M | -4.7% | -2.4% | -2.2% | -4.1% |
| 6M | -32.4% | +2.6% | -34.9% | -33.6% |
| YTD | +30.2% | +11.2% | +18.9% | +23.5% |
| 1Y | +112.2% | +13.4% | +98.8% | +100.2% |
| All | -99.5% | +32.8% | -132.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling