-16.2%
IR vs PLTU
+134.3%
-150.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.0% |
| 30D | +7.6% | -34.7% | +42.3% | +9.7% |
| 3M | +0.1% | -10.8% | +10.9% | +0.1% |
| 6M | +14.0% | +24.1% | -10.1% | +10.4% |
| YTD | +7.5% | -36.8% | +44.3% | +7.5% |
| 1Y | +10.1% | -47.0% | +57.1% | +11.3% |
| All | -16.2% | +134.3% | -150.5% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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