-87.3%
PLTZ vs SPY
+28.1%
-115.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +2.6% |
| 7D | -10.0% | +2.6% | -12.6% | +0.3% |
| 30D | +30.6% | -2.0% | +32.6% | +26.1% |
| 3M | -5.6% | -2.8% | -2.8% | -10.3% |
| 6M | -73.6% | +2.1% | -75.7% | -67.0% |
| YTD | -64.3% | +11.5% | -75.8% | -37.5% |
| 1Y | -68.6% | +13.5% | -82.1% | -38.7% |
| All | -87.3% | +28.1% | -115.4% | -67.9% |
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