-91.1%
PLTK vs SPY
+116.1%
-207.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.3% |
| 7D | +7.8% | +3.3% | +4.5% | +3.7% |
| 30D | +13.7% | -2.7% | +16.4% | +16.8% |
| 3M | +5.3% | -1.7% | +7.0% | +7.0% |
| 6M | -33.2% | +3.1% | -36.3% | -36.4% |
| YTD | -37.0% | +11.9% | -48.9% | -45.7% |
| 1Y | -39.5% | +12.0% | -51.5% | -48.0% |
| 3Y | -63.1% | +78.2% | -141.3% | -83.3% |
| 5Y | -87.3% | +73.2% | -160.5% | -94.0% |
| All | -91.1% | +116.1% | -207.1% | -96.7% |
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