-99.5%
PLRZ vs SPY
+35.6%
-135.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -10.3% |
| 7D | -14.5% | +0.1% | -14.6% | -14.5% |
| 30D | -0.1% | +0.1% | -0.1% | 0.0% |
| 3M | -12.2% | +2.0% | -14.2% | -13.0% |
| 6M | -16.5% | +13.0% | -29.5% | -21.0% |
| YTD | +32.4% | +13.5% | +18.8% | +25.2% |
| 1Y | +75.1% | +20.0% | +55.1% | +64.5% |
| All | -99.5% | +35.6% | -135.1% | -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 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