+46.0%
PLTW vs SPY
+28.4%
+17.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -4.6% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | +11.6% | +0.1% | +11.5% | +12.0% |
| 3M | +24.2% | +2.0% | +22.2% | +20.2% |
| 6M | +10.6% | +13.0% | -2.4% | -15.4% |
| YTD | -8.4% | +13.5% | -22.0% | -30.5% |
| 1Y | +4.4% | +20.0% | -15.6% | -28.8% |
| All | +46.0% | +28.4% | +17.6% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling