-12.3%
PPLT vs SPY
+784.5%
-796.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | -12.4% | -2.7% | -9.6% | -11.2% |
| 6M | -25.1% | +2.2% | -27.2% | -25.6% |
| YTD | -25.2% | +10.8% | -36.1% | -28.1% |
| 1Y | -3.3% | +11.2% | -14.6% | -7.2% |
| 3Y | +78.7% | +76.5% | +2.2% | +39.9% |
| 5Y | +39.8% | +72.9% | -33.1% | +9.1% |
| 10Y | +49.2% | +304.8% | -255.6% | -17.5% |
| All | -12.3% | +784.5% | -796.8% | -66.1% |
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