+46.4%
EWJ vs PLTD
-76.7%
+123.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -0.4% |
| 7D | -1.5% | +9.9% | -11.4% | -0.6% |
| 30D | +0.2% | +3.8% | -3.7% | +0.6% |
| 3M | +8.6% | -32.3% | +40.9% | +5.5% |
| 6M | +12.1% | -25.9% | +38.0% | +10.6% |
| YTD | +20.1% | -16.4% | +36.5% | +20.4% |
| 1Y | +25.2% | -25.2% | +50.3% | +24.3% |
| All | +46.4% | -76.7% | +123.1% | +28.3% |
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