-38.6%
PLTA vs SPY
+17.4%
-56.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | +0.6% |
| 7D | +21.9% | +3.3% | +18.6% | +7.9% |
| 30D | -35.3% | -2.7% | -32.6% | -25.4% |
| 3M | -8.6% | -1.7% | -6.8% | +2.3% |
| 6M | +22.1% | +3.1% | +19.0% | +18.8% |
| YTD | -39.3% | +11.9% | -51.2% | -56.6% |
| 1Y | -45.9% | +12.0% | -57.8% | -60.4% |
| All | -38.6% | +17.4% | -56.0% | -58.5% |
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 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