-91.9%
PLTK vs SPY
+117.0%
-208.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.4% |
| 7D | +0.9% | -0.4% | +1.3% | +1.3% |
| 30D | -19.3% | -1.4% | -17.9% | -17.9% |
| 3M | -26.6% | +3.7% | -30.3% | -30.2% |
| 6M | -22.6% | +13.0% | -35.6% | -33.8% |
| YTD | -42.8% | +12.4% | -55.2% | -50.7% |
| 1Y | -37.2% | +18.5% | -55.8% | -49.5% |
| 3Y | -72.0% | +77.6% | -149.6% | -87.2% |
| 5Y | -90.1% | +81.7% | -171.8% | -95.5% |
| All | -91.9% | +117.0% | -208.9% | -97.0% |
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