+53.7%
PPLT vs SPY
+308.5%
-254.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.4% | +3.3% | -3.7% | -2.0% |
| 30D | -8.9% | -2.7% | -6.2% | -7.7% |
| 3M | -14.0% | -1.7% | -12.2% | -13.2% |
| 6M | -29.0% | +3.1% | -32.1% | -29.9% |
| YTD | -26.5% | +11.9% | -38.4% | -29.9% |
| 1Y | -7.0% | +12.0% | -19.0% | -11.4% |
| 3Y | +75.7% | +78.2% | -2.4% | +34.0% |
| 5Y | +35.8% | +73.2% | -37.4% | +3.7% |
| All | +53.7% | +308.5% | -254.8% | -11.0% |
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 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