+48.2%
PLXS vs SPY
+14.6%
+33.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -7.4% |
| 7D | -13.6% | -0.7% | -12.9% | -12.5% |
| 30D | -24.3% | -1.0% | -23.3% | -22.7% |
| 3M | -25.3% | -0.3% | -25.0% | -24.6% |
| 6M | -21.3% | +7.3% | -28.6% | -29.4% |
| YTD | +40.6% | +13.3% | +27.3% | +14.3% |
| 1Y | +48.2% | +14.8% | +33.4% | +18.1% |
| All | +48.2% | +14.6% | +33.6% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling