+37.4%
PLTW vs SPY
+26.3%
+11.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.2% |
| 7D | -11.1% | -2.0% | -9.1% | -6.7% |
| 30D | -6.5% | -1.7% | -4.9% | -2.5% |
| 3M | +30.0% | +4.7% | +25.2% | +18.6% |
| 6M | +6.6% | +12.5% | -5.9% | -17.5% |
| YTD | -13.8% | +11.7% | -25.6% | -32.1% |
| 1Y | -9.4% | +17.5% | -26.9% | -35.2% |
| All | +37.4% | +26.3% | +11.0% | +6.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling