-35.4%
PLTA vs SPY
+18.5%
-53.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -2.4% |
| 7D | -11.7% | +0.5% | -12.3% | -13.2% |
| 30D | -5.1% | -0.9% | -4.1% | -0.5% |
| 3M | +32.5% | +3.9% | +28.7% | +19.9% |
| 6M | -10.6% | +14.5% | -25.2% | -44.2% |
| YTD | -36.1% | +12.9% | -49.0% | -57.4% |
| All | -35.4% | +18.5% | -53.9% | -59.2% |
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