+141.3%
PLTY vs SPY
+31.5%
+109.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.4% | -6.0% | -3.3% |
| 7D | -20.2% | -4.7% | -15.5% | -13.4% |
| 30D | -20.1% | -5.9% | -14.2% | -11.4% |
| 3M | -6.8% | -4.5% | -2.3% | +1.1% |
| 6M | +10.3% | +1.8% | +8.5% | +8.8% |
| YTD | -9.7% | +8.3% | -18.0% | -19.2% |
| 1Y | -15.7% | +9.3% | -25.0% | -25.3% |
| All | +141.3% | +31.5% | +109.8% | +72.8% |
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