+22.2%
CNH vs PLTD
-30.7%
+52.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.6% | +3.7% |
| 7D | +23.3% | +5.9% | +17.4% | +22.8% |
| 30D | +33.5% | -11.6% | +45.1% | +33.8% |
| 3M | +32.7% | -29.9% | +62.7% | +32.2% |
| 6M | +22.2% | -28.5% | +50.7% | +23.9% |
| All | +22.2% | -30.7% | +52.9% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling