-90.5%
PLTK vs SPY
+81.8%
-172.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.6% |
| 7D | +0.9% | +0.5% | +0.4% | +0.2% |
| 30D | -24.5% | -0.9% | -23.5% | -23.6% |
| 3M | -27.2% | +3.9% | -31.1% | -30.9% |
| 6M | -20.1% | +14.5% | -34.7% | -32.9% |
| YTD | -43.8% | +12.9% | -56.7% | -51.9% |
| 1Y | -37.8% | +19.4% | -57.2% | -50.5% |
| 3Y | -72.5% | +78.5% | -150.9% | -87.6% |
| 5Y | -90.5% | +81.8% | -172.3% | -95.8% |
| All | -90.5% | +81.8% | -172.3% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling