-42.3%
PLX vs SPY
+312.9%
-355.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -1.9% | -2.7% | +0.8% | 0.0% |
| 30D | -6.3% | -5.4% | -0.9% | -2.6% |
| 3M | +4.1% | -4.1% | +8.2% | +7.1% |
| 6M | +25.7% | +0.7% | +25.0% | +25.2% |
| YTD | +41.1% | +8.7% | +32.4% | +33.9% |
| 1Y | +14.4% | +10.9% | +3.5% | +7.2% |
| 3Y | +68.2% | +75.0% | -6.8% | +18.4% |
| 5Y | +128.8% | +67.8% | +61.0% | +64.5% |
| All | -42.3% | +312.9% | -355.1% | -67.3% |
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