+2.5%
DLR vs PLTD
-78.1%
+80.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | -0.1% |
| 7D | -2.0% | -1.6% | -0.5% | -2.1% |
| 30D | +0.5% | +18.5% | -17.9% | +2.4% |
| 3M | -4.4% | -2.4% | -2.0% | -4.3% |
| 6M | -6.4% | -34.6% | +28.1% | -9.2% |
| YTD | +19.5% | -21.4% | +40.9% | +20.1% |
| 1Y | +10.5% | -16.8% | +27.3% | +12.4% |
| All | +2.5% | -78.1% | +80.6% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling