-77.4%
PLTD vs SPY
+27.0%
-104.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -7.9% | -0.8% |
| 7D | +4.2% | +0.1% | +4.2% | +5.2% |
| 30D | +20.8% | -3.3% | +24.2% | +14.5% |
| 3M | -2.6% | -2.4% | -0.1% | -5.6% |
| 6M | -33.1% | +2.6% | -35.6% | -27.4% |
| YTD | -20.0% | +11.2% | -31.3% | +2.5% |
| 1Y | -21.6% | +13.4% | -35.0% | +5.6% |
| All | -77.4% | +27.0% | -104.4% | -61.4% |
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 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