-86.2%
PLTK vs SPY
+72.2%
-158.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.9% |
| 7D | +35.8% | -0.6% | +36.4% | +36.0% |
| 30D | +19.2% | -3.7% | +22.9% | +24.2% |
| 3M | -2.5% | -2.7% | +0.2% | +0.5% |
| 6M | -24.8% | +2.2% | -27.0% | -27.6% |
| YTD | -30.9% | +10.8% | -41.7% | -39.9% |
| 1Y | -33.2% | +11.2% | -44.4% | -42.2% |
| 3Y | -59.6% | +76.5% | -136.0% | -82.0% |
| 5Y | -86.2% | +72.9% | -159.1% | -93.6% |
| All | -86.2% | +72.2% | -158.4% | -93.6% |
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 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