-94.7%
PLYX vs SPY
+9.6%
-104.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.1% |
| 7D | +8.1% | -0.6% | +8.7% | +8.7% |
| 30D | -6.5% | -3.7% | -2.8% | -2.0% |
| 3M | -11.8% | -2.7% | -9.0% | -8.6% |
| 6M | -48.9% | +2.2% | -51.1% | -49.3% |
| All | -94.7% | +9.6% | -104.3% | -95.4% |
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