+49.2%
PPLT vs SPY
+304.1%
-254.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +8.7% | -0.6% | +9.3% | +9.0% |
| 30D | -8.6% | -3.7% | -4.9% | -6.9% |
| 3M | -12.4% | -2.7% | -9.6% | -11.1% |
| 6M | -25.1% | +2.2% | -27.2% | -25.7% |
| YTD | -25.2% | +10.8% | -36.1% | -28.4% |
| 1Y | -3.3% | +11.2% | -14.6% | -7.5% |
| 3Y | +78.7% | +76.5% | +2.2% | +36.9% |
| 5Y | +39.8% | +72.9% | -33.1% | +6.8% |
| 10Y | +49.2% | +304.8% | -255.6% | -16.3% |
| All | +49.2% | +304.1% | -254.9% | -16.3% |
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