+25.2%
PLTG vs SPY
+42.9%
-17.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -7.9% |
| 7D | -13.9% | +0.1% | -14.0% | -13.8% |
| 30D | +16.2% | +0.1% | +16.2% | +17.5% |
| 3M | +28.1% | +2.0% | +26.1% | +23.7% |
| 6M | -1.8% | +13.0% | -14.8% | -34.9% |
| YTD | -32.9% | +13.5% | -46.4% | -55.9% |
| 1Y | -23.5% | +20.0% | -43.5% | -56.1% |
| All | +25.2% | +42.9% | -17.7% | -59.6% |
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