+17.7%
CME vs PLTD
-16.9%
+34.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.2% |
| 7D | +2.5% | -1.6% | +4.0% | +2.5% |
| 30D | +13.9% | +18.5% | -4.5% | +13.8% |
| 3M | +22.4% | -2.4% | +24.8% | +22.2% |
| 6M | +12.9% | -34.6% | +47.5% | +12.9% |
| YTD | +19.6% | -21.4% | +41.0% | +18.1% |
| 1Y | +17.7% | -16.8% | +34.4% | +15.8% |
| All | +17.7% | -16.9% | +34.6% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling