+9.2%
CMS vs PLTU
+103.5%
-94.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.2% | -2.0% |
| 7D | -1.3% | -25.3% | +24.0% | -1.7% |
| 30D | +6.3% | -34.5% | +40.8% | +5.8% |
| 3M | -2.1% | -3.4% | +1.3% | -2.1% |
| 6M | -5.1% | +12.4% | -17.5% | -4.7% |
| YTD | +1.3% | -45.1% | +46.4% | +1.4% |
| 1Y | -1.4% | -45.7% | +44.3% | -1.3% |
| All | +9.2% | +103.5% | -94.3% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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