-99.7%
PLX vs SPY
+969.0%
-1,068.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.4% | -2.3% | -3.6% |
| 7D | -3.8% | -4.7% | +0.9% | -0.4% |
| 30D | -8.1% | -5.9% | -2.1% | -3.9% |
| 3M | +2.9% | -4.5% | +7.4% | +6.4% |
| 6M | +28.1% | +1.8% | +26.3% | +26.5% |
| YTD | +39.4% | +8.3% | +31.1% | +32.1% |
| 1Y | +5.5% | +9.3% | -3.9% | -0.6% |
| 3Y | +35.7% | +74.9% | -39.2% | -8.3% |
| 5Y | +126.1% | +67.3% | +58.9% | +55.2% |
| 10Y | -41.6% | +311.6% | -353.2% | -79.6% |
| All | -99.7% | +969.0% | -1,068.7% | -100.0% |
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