+317.5%
PLXS vs SPY
+307.0%
+10.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +8.5% | +2.6% | +5.9% | +5.7% |
| 30D | -15.2% | -2.0% | -13.2% | -12.9% |
| 3M | -21.0% | -2.8% | -18.3% | -18.2% |
| 6M | -20.4% | +2.1% | -22.5% | -21.4% |
| YTD | +41.8% | +11.5% | +30.3% | +28.2% |
| 1Y | +49.3% | +13.5% | +35.8% | +32.8% |
| 3Y | +105.2% | +77.7% | +27.5% | +18.3% |
| 5Y | +124.5% | +72.6% | +51.9% | +32.4% |
| All | +317.5% | +307.0% | +10.5% | +6.1% |
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 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