+28.5%
ES vs PLTU
+154.0%
-125.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.0% | +8.4% | -0.5% |
| 7D | +0.3% | -13.6% | +13.9% | +0.4% |
| 30D | -2.0% | +16.7% | -18.6% | -2.1% |
| 3M | +1.7% | +29.6% | -27.9% | +1.3% |
| 6M | -3.5% | -0.1% | -3.4% | -3.8% |
| YTD | +7.9% | -31.5% | +39.4% | +8.1% |
| 1Y | +17.2% | -19.7% | +36.9% | +16.9% |
| All | +28.5% | +154.0% | -125.5% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling