+102.8%
PLXS vs SPY
+78.4%
+24.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.3% |
| 7D | -5.4% | -0.6% | -4.8% | -4.4% |
| 30D | -21.8% | -3.7% | -18.2% | -17.3% |
| 3M | -23.3% | -2.7% | -20.6% | -19.9% |
| 6M | -23.0% | +2.2% | -25.2% | -24.4% |
| YTD | +39.6% | +10.8% | +28.7% | +23.7% |
| 1Y | +40.6% | +11.2% | +29.3% | +24.3% |
| 3Y | +102.8% | +76.5% | +26.3% | -1.5% |
| All | +102.8% | +78.4% | +24.4% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling