+67.8%
PPLT vs SPY
+312.5%
-244.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +7.3% | -0.4% | +7.7% | +7.5% |
| 30D | +7.8% | -1.4% | +9.2% | +8.5% |
| 3M | +9.7% | +3.7% | +6.0% | +7.9% |
| 6M | -13.4% | +13.0% | -26.4% | -18.1% |
| YTD | -8.0% | +12.4% | -20.4% | -12.6% |
| 1Y | +37.2% | +18.5% | +18.7% | +27.4% |
| 3Y | +107.6% | +77.6% | +29.9% | +58.3% |
| 5Y | +87.9% | +81.7% | +6.2% | +40.0% |
| 10Y | +67.8% | +319.7% | -251.8% | -8.8% |
| All | +67.8% | +312.5% | -244.7% | -8.8% |
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