+79.7%
PPLT vs SPY
+81.8%
-2.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +4.2% | +0.5% | +3.6% | +3.9% |
| 30D | +3.8% | -0.9% | +4.8% | +4.3% |
| 3M | +3.4% | +3.9% | -0.5% | +1.6% |
| 6M | -14.9% | +14.5% | -29.4% | -19.6% |
| YTD | -11.7% | +12.9% | -24.6% | -16.0% |
| 1Y | +30.5% | +19.4% | +11.1% | +21.6% |
| 3Y | +99.2% | +78.5% | +20.8% | +57.6% |
| 5Y | +79.7% | +81.8% | -2.1% | +36.2% |
| All | +79.7% | +81.8% | -2.1% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling