-63.7%
IT vs PLTD
-77.8%
+14.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.6% | -9.3% | -3.7% |
| 7D | -6.0% | +5.9% | -12.0% | -4.8% |
| 30D | 0.0% | -11.6% | +11.6% | -1.7% |
| 3M | +13.1% | -29.9% | +43.0% | +7.9% |
| 6M | +11.7% | -28.5% | +40.2% | +7.2% |
| YTD | -26.1% | -20.4% | -5.7% | -28.4% |
| 1Y | -21.3% | -33.3% | +12.0% | -24.2% |
| All | -63.7% | -77.8% | +14.1% | -69.0% |
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 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