+40.9%
PLXS vs SPY
+12.3%
+28.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +2.8% |
| 7D | -1.8% | +0.1% | -1.9% | -1.7% |
| 30D | -21.7% | -3.3% | -18.3% | -16.4% |
| 3M | -23.9% | -2.4% | -21.5% | -20.1% |
| 6M | -22.9% | +2.6% | -25.4% | -25.1% |
| YTD | +39.9% | +11.2% | +28.7% | +17.6% |
| All | +40.9% | +12.3% | +28.5% | +18.2% |
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