+89.9%
AGI vs PLTD
-77.8%
+167.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.6% | -6.6% | -1.2% |
| 7D | +0.6% | +5.9% | -5.3% | +1.6% |
| 30D | +18.2% | -11.6% | +29.8% | +16.4% |
| 3M | -4.1% | -29.9% | +25.8% | -7.5% |
| 6M | -28.7% | -28.5% | -0.2% | -30.5% |
| YTD | -4.0% | -20.4% | +16.4% | -5.2% |
| 1Y | +17.4% | -33.3% | +50.7% | +14.9% |
| All | +89.9% | -77.8% | +167.7% | +66.9% |
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