-45.4%
CMG vs PLTD
-76.7%
+31.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.4% |
| 7D | -3.8% | +9.9% | -13.7% | -3.3% |
| 30D | +12.9% | +3.8% | +9.1% | +13.2% |
| 3M | +18.8% | -32.3% | +51.1% | +16.3% |
| 6M | +4.1% | -25.9% | +29.9% | +3.5% |
| YTD | -2.4% | -16.4% | +14.1% | -1.2% |
| 1Y | -6.7% | -25.2% | +18.5% | -6.7% |
| All | -45.4% | -76.7% | +31.3% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling