-89.1%
PLU vs SPY
+7.1%
-96.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.5% | +0.3% | +20.1% | +18.9% |
| 7D | -16.3% | -2.7% | -13.6% | -3.9% |
| 30D | -54.9% | -5.4% | -49.5% | -38.6% |
| 3M | -75.8% | -4.1% | -71.7% | -68.8% |
| 6M | -94.7% | +0.7% | -95.4% | -93.4% |
| All | -89.1% | +7.1% | -96.2% | -87.9% |
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 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