+1,177.9%
PLSE vs SPY
+325.5%
+852.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | 0.0% |
| 7D | +2.0% | -2.7% | +4.7% | +5.7% |
| 30D | +8.6% | -5.4% | +14.0% | +16.6% |
| 3M | +39.4% | -4.1% | +43.4% | +47.2% |
| 6M | +177.4% | +0.7% | +176.7% | +177.1% |
| YTD | +288.1% | +8.7% | +279.5% | +256.9% |
| 1Y | +238.8% | +10.9% | +227.9% | +204.5% |
| 3Y | +926.8% | +75.0% | +851.8% | +452.5% |
| 5Y | +127.7% | +67.8% | +59.9% | +30.6% |
| 10Y | +818.8% | +312.9% | +505.9% | +158.1% |
| All | +1,177.9% | +325.5% | +852.5% | +244.4% |
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