+65.3%
PLTM vs SPY
+74.5%
-9.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.2% | +4.4% |
| 7D | +2.2% | -4.7% | +6.9% | +5.0% |
| 30D | -10.9% | -5.9% | -5.0% | -7.7% |
| 3M | -12.3% | -4.5% | -7.8% | -9.9% |
| 6M | -22.1% | +1.8% | -23.9% | -22.4% |
| YTD | -26.0% | +8.3% | -34.3% | -28.3% |
| 1Y | -2.8% | +9.3% | -12.1% | -6.0% |
| All | +65.3% | +74.5% | -9.2% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling