+4,191.0%
PLXS vs SPY
+2,945.2%
+1,245.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.4% | -4.8% | -3.5% |
| 7D | -13.2% | -4.7% | -8.5% | -7.5% |
| 30D | -31.1% | -5.9% | -25.2% | -25.2% |
| 3M | -31.7% | -4.5% | -27.1% | -27.1% |
| 6M | -29.2% | +1.8% | -31.0% | -30.2% |
| YTD | +27.7% | +8.3% | +19.4% | +16.6% |
| 1Y | +29.0% | +9.3% | +19.7% | +16.7% |
| 3Y | +89.5% | +74.9% | +14.7% | -5.4% |
| 5Y | +98.7% | +67.3% | +31.4% | +2.1% |
| 10Y | +311.9% | +311.6% | +0.3% | -38.3% |
| All | +4,191.0% | +2,945.2% | +1,245.8% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling