+61.2%
COMP vs PLTD
-77.8%
+139.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +1.3% |
| 7D | +1.4% | +5.9% | -4.6% | +2.4% |
| 30D | -13.3% | -11.6% | -1.7% | -14.7% |
| 3M | +41.1% | -29.9% | +71.1% | +35.6% |
| 6M | +17.2% | -28.5% | +45.7% | +14.1% |
| YTD | +5.2% | -20.4% | +25.6% | +4.3% |
| 1Y | +18.9% | -33.3% | +52.2% | +14.8% |
| All | +61.2% | -77.8% | +139.0% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling