-24.6%
GEV vs PLTD
-35.6%
+11.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.7% |
| 7D | -3.0% | -1.6% | -1.4% | -3.0% |
| 30D | -18.9% | +18.5% | -37.3% | -18.1% |
| 3M | -20.1% | -2.4% | -17.6% | -19.5% |
| 6M | -24.6% | -34.6% | +10.0% | -24.0% |
| All | -24.6% | -35.6% | +11.0% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling