+310.4%
PLXS vs SPY
+312.9%
-2.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.0% |
| 7D | -7.6% | -2.7% | -4.9% | -4.7% |
| 30D | -27.9% | -5.4% | -22.5% | -23.2% |
| 3M | -28.4% | -4.1% | -24.3% | -24.8% |
| 6M | -27.5% | +0.7% | -28.2% | -27.4% |
| YTD | +30.7% | +8.7% | +22.1% | +21.3% |
| 1Y | +33.9% | +10.9% | +23.0% | +22.0% |
| 3Y | +93.3% | +75.0% | +18.3% | +13.3% |
| 5Y | +103.4% | +67.8% | +35.6% | +23.4% |
| All | +310.4% | +312.9% | -2.4% | +5.9% |
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 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