-87.4%
PLTZ vs SPY
+27.3%
-114.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | -1.0% |
| 7D | +3.5% | -0.6% | +4.1% | +3.8% |
| 30D | +39.8% | -3.7% | +43.5% | +26.4% |
| 3M | -10.9% | -2.7% | -8.1% | -15.3% |
| 6M | -70.8% | +2.2% | -72.9% | -63.7% |
| YTD | -64.6% | +10.8% | -75.4% | -39.4% |
| 1Y | -61.2% | +11.2% | -72.4% | -30.0% |
| All | -87.4% | +27.3% | -114.7% | -68.9% |
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