+132.7%
PLSE vs SPY
+72.1%
+60.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -2.9% |
| 7D | -5.3% | +2.6% | -7.9% | -8.5% |
| 30D | +8.9% | -2.0% | +10.9% | +12.7% |
| 3M | +12.3% | -2.8% | +15.1% | +17.5% |
| 6M | +110.5% | +2.1% | +108.4% | +106.5% |
| YTD | +267.4% | +11.5% | +255.9% | +221.5% |
| 1Y | +256.7% | +13.5% | +243.3% | +205.1% |
| 3Y | +832.3% | +77.7% | +754.6% | +341.3% |
| All | +132.7% | +72.1% | +60.6% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling