+163.7%
PLTY vs SPY
+35.0%
+128.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +1.0% |
| 7D | -4.5% | +0.1% | -4.6% | -4.3% |
| 30D | -17.3% | -3.3% | -13.9% | -12.2% |
| 3M | -5.3% | -2.4% | -2.8% | -0.9% |
| 6M | +19.2% | +2.6% | +16.7% | +16.1% |
| YTD | -1.3% | +11.2% | -12.5% | -15.4% |
| 1Y | -3.1% | +13.4% | -16.5% | -19.1% |
| All | +163.7% | +35.0% | +128.7% | +81.0% |
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