+278.8%
PLSE vs SPY
+12.3%
+266.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +4.1% |
| 7D | +10.0% | +0.1% | +9.9% | +10.1% |
| 30D | +8.1% | -3.3% | +11.4% | +16.6% |
| 3M | +37.2% | -2.4% | +39.6% | +44.9% |
| 6M | +204.9% | +2.6% | +202.3% | +187.7% |
| YTD | +323.7% | +11.2% | +312.4% | +230.9% |
| All | +278.8% | +12.3% | +266.5% | +192.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling