+9.4%
PLTG vs SPY
+40.0%
-30.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.4% | +8.6% | +1.9% |
| 7D | -11.6% | +0.1% | -11.7% | -10.3% |
| 30D | -37.3% | -3.3% | -34.0% | -26.2% |
| 3M | -13.0% | -2.4% | -10.6% | -0.4% |
| 6M | +14.7% | +2.6% | +12.1% | +13.3% |
| YTD | -41.4% | +11.2% | -52.6% | -56.9% |
| 1Y | -45.0% | +13.4% | -58.3% | -61.4% |
| All | +9.4% | +40.0% | -30.6% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling