-14.6%
BAX vs PLTD
-77.8%
+63.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | +1.2% |
| 7D | -1.1% | +5.9% | -7.1% | -0.8% |
| 30D | -5.5% | -11.6% | +6.2% | -5.9% |
| 3M | +33.5% | -29.9% | +63.5% | +32.0% |
| 6M | +35.9% | -28.5% | +64.4% | +34.5% |
| YTD | +35.4% | -20.4% | +55.8% | +34.7% |
| 1Y | +9.8% | -33.3% | +43.0% | +8.1% |
| All | -14.6% | -77.8% | +63.2% | -21.2% |
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