-26.8%
IP vs PLTD
-77.8%
+51.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.5% | +2.5% |
| 7D | -5.3% | +5.9% | -11.2% | -4.9% |
| 30D | -10.9% | -11.6% | +0.7% | -11.4% |
| 3M | +11.2% | -29.9% | +41.1% | +9.6% |
| 6M | -10.2% | -28.5% | +18.3% | -11.1% |
| YTD | -2.0% | -20.4% | +18.4% | -1.7% |
| 1Y | -19.1% | -33.3% | +14.2% | -20.3% |
| All | -26.8% | -77.8% | +51.1% | -35.3% |
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 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