-15.7%
IR vs PLTD
-78.0%
+62.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +4.3% | -9.8% | +14.0% | +3.2% |
| 30D | +8.1% | +18.9% | -10.8% | +10.3% |
| 3M | +0.7% | -4.2% | +4.9% | +0.6% |
| 6M | +16.6% | -34.8% | +51.4% | +13.2% |
| YTD | +7.8% | -21.1% | +28.9% | +8.1% |
| 1Y | +9.9% | -19.3% | +29.2% | +11.0% |
| All | -15.7% | -78.0% | +62.3% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling