-38.6%
CAG vs PLTD
-77.3%
+38.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.5% |
| 7D | -5.3% | +4.5% | -9.8% | -5.4% |
| 30D | +1.0% | -0.7% | +1.7% | +1.0% |
| 3M | +17.4% | -31.0% | +48.4% | +18.3% |
| 6M | -16.8% | -24.8% | +8.0% | -16.8% |
| YTD | -6.8% | -18.6% | +11.8% | -7.3% |
| 1Y | -15.4% | -31.8% | +16.4% | -15.1% |
| All | -38.6% | -77.3% | +38.7% | -36.7% |
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