-31.8%
PLTD vs SPY
+19.4%
-51.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +1.2% |
| 7D | +4.5% | +0.5% | +4.0% | +5.8% |
| 30D | -0.7% | -0.9% | +0.2% | -2.2% |
| 3M | -31.0% | +3.9% | -34.9% | -25.0% |
| 6M | -24.8% | +14.5% | -39.4% | -1.1% |
| YTD | -18.6% | +12.9% | -31.5% | +4.5% |
| 1Y | -31.8% | +19.4% | -51.2% | -3.4% |
| All | -31.8% | +19.4% | -51.2% | -3.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling