-78.7%
PLSM vs SPY
+13.7%
-92.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +1.0% | +2.1% |
| 7D | -11.3% | -0.7% | -10.6% | -11.1% |
| 30D | -29.0% | -1.0% | -27.9% | -28.7% |
| 3M | -54.5% | -0.3% | -54.2% | -54.5% |
| 6M | -53.4% | +7.3% | -60.8% | -53.8% |
| All | -78.7% | +13.7% | -92.4% | -78.4% |
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 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