+26.7%
CME vs PLTD
-77.3%
+104.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.1% |
| 7D | -2.9% | +4.5% | -7.4% | -2.9% |
| 30D | +5.5% | -0.7% | +6.3% | +5.5% |
| 3M | +11.0% | -31.0% | +42.0% | +11.2% |
| 6M | -9.7% | -24.8% | +15.1% | -9.6% |
| YTD | +4.9% | -18.6% | +23.4% | +4.9% |
| 1Y | +10.1% | -31.8% | +41.9% | +10.0% |
| All | +26.7% | -77.3% | +104.1% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling