+48.5%
PLTM vs SPY
+213.2%
-164.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +8.6% | -0.6% | +9.2% | +8.8% |
| 30D | -8.7% | -3.7% | -5.0% | -7.0% |
| 3M | -12.2% | -2.7% | -9.5% | -11.0% |
| 6M | -25.2% | +2.2% | -27.4% | -25.8% |
| YTD | -25.1% | +10.8% | -36.0% | -28.2% |
| 1Y | -3.3% | +11.2% | -14.5% | -7.3% |
| 3Y | +79.2% | +76.5% | +2.8% | +38.6% |
| 5Y | +40.1% | +72.9% | -32.8% | +8.1% |
| All | +48.5% | +213.2% | -164.6% | -11.7% |
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