+245.0%
FIX vs PLTD
-77.8%
+322.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +3.1% |
| 7D | +6.0% | +5.9% | +0.1% | +7.7% |
| 30D | -7.2% | -11.6% | +4.4% | -9.9% |
| 3M | -15.9% | -29.9% | +14.1% | -21.4% |
| 6M | +12.7% | -28.5% | +41.3% | +7.0% |
| YTD | +72.8% | -20.4% | +93.2% | +73.3% |
| 1Y | +122.9% | -33.3% | +156.2% | +114.8% |
| All | +245.0% | -77.8% | +322.8% | +134.2% |
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