-99.7%
PLX vs SPY
+1,020.4%
-1,120.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +9.4% | +0.1% | +9.4% | +9.3% |
| 3M | +32.8% | +2.0% | +30.8% | +30.8% |
| 6M | -5.7% | +13.0% | -18.7% | -13.2% |
| YTD | +48.3% | +13.5% | +34.8% | +35.8% |
| 1Y | +67.9% | +20.0% | +48.0% | +48.5% |
| 3Y | +34.8% | +77.2% | -42.3% | -9.8% |
| 5Y | +65.8% | +81.9% | -16.0% | +7.2% |
| 10Y | -55.5% | +314.1% | -369.6% | -84.5% |
| All | -99.7% | +1,020.4% | -1,120.1% | -99.9% |
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