-40.4%
PLX vs SPY
+306.4%
-346.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.4% | +11.7% | +11.5% |
| 7D | +9.6% | -0.6% | +10.2% | +10.1% |
| 30D | +2.9% | -3.7% | +6.6% | +5.6% |
| 3M | +15.3% | -2.7% | +18.1% | +17.5% |
| 6M | +47.4% | +2.2% | +45.2% | +45.3% |
| YTD | +58.9% | +10.8% | +48.1% | +48.7% |
| 1Y | +34.3% | +11.2% | +23.0% | +25.5% |
| 3Y | +113.4% | +76.5% | +37.0% | +49.4% |
| 5Y | +160.0% | +72.9% | +87.1% | +83.2% |
| All | -40.4% | +306.4% | -346.8% | -58.4% |
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