+64.8%
CFG vs PLTD
-77.8%
+142.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | +0.5% |
| 7D | +1.5% | +5.9% | -4.4% | +2.3% |
| 30D | -3.8% | -11.6% | +7.8% | -5.1% |
| 3M | +11.5% | -29.9% | +41.4% | +8.0% |
| 6M | +19.2% | -28.5% | +47.7% | +16.4% |
| YTD | +23.7% | -20.4% | +44.1% | +23.8% |
| 1Y | +38.8% | -33.3% | +72.1% | +35.1% |
| All | +64.8% | -77.8% | +142.6% | +33.1% |
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