+41.9%
AEP vs PLTD
-77.8%
+119.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.3% |
| 7D | +1.8% | +5.9% | -4.1% | +1.6% |
| 30D | -0.8% | -11.6% | +10.8% | -0.5% |
| 3M | -1.8% | -29.9% | +28.1% | -1.1% |
| 6M | -5.4% | -28.5% | +23.2% | -4.7% |
| YTD | +10.4% | -20.4% | +30.8% | +11.0% |
| 1Y | +18.2% | -33.3% | +51.4% | +19.2% |
| All | +41.9% | -77.8% | +119.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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