+3.1%
BN vs PLTD
-77.8%
+81.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | +0.6% |
| 7D | -2.5% | +5.9% | -8.4% | -1.3% |
| 30D | -9.5% | -11.6% | +2.1% | -11.2% |
| 3M | -10.4% | -29.9% | +19.6% | -14.3% |
| 6M | -6.4% | -28.5% | +22.2% | -9.4% |
| YTD | -11.9% | -20.4% | +8.5% | -12.2% |
| 1Y | -8.6% | -33.3% | +24.7% | -11.9% |
| All | +3.1% | -77.8% | +81.0% | -18.6% |
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