-51.6%
PLUL vs SPY
+10.5%
-62.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -5.7% |
| 7D | -7.0% | -0.8% | -6.2% | -3.9% |
| 30D | -19.2% | -1.1% | -18.2% | -14.7% |
| 3M | -51.7% | +3.9% | -55.5% | -58.0% |
| 6M | -37.9% | +13.6% | -51.5% | -60.9% |
| All | -51.6% | +10.5% | -62.1% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling