-40.0%
PLTA vs SPY
+16.7%
-56.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.4% | +9.0% | +2.0% |
| 7D | -11.9% | +0.1% | -11.9% | -10.6% |
| 30D | -37.1% | -3.3% | -33.8% | -25.6% |
| 3M | -11.9% | -2.4% | -9.5% | +1.2% |
| 6M | +16.1% | +2.6% | +13.6% | +15.2% |
| YTD | -40.7% | +11.2% | -51.9% | -56.7% |
| 1Y | -43.9% | +13.4% | -57.3% | -61.5% |
| All | -40.0% | +16.7% | -56.8% | -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