+832.4%
PLSE vs SPY
+313.2%
+519.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.2% |
| 7D | +11.9% | +0.1% | +11.8% | +11.8% |
| 30D | +40.5% | +0.1% | +40.4% | +40.4% |
| 3M | +97.6% | +2.0% | +95.6% | +93.3% |
| 6M | +194.1% | +13.0% | +181.1% | +154.3% |
| YTD | +287.8% | +13.5% | +274.2% | +236.5% |
| 1Y | +251.0% | +20.0% | +231.0% | +186.5% |
| 3Y | +1,042.5% | +77.2% | +965.3% | +499.4% |
| 5Y | +114.7% | +81.9% | +32.8% | +11.4% |
| All | +832.4% | +313.2% | +519.2% | +146.7% |
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