-10.0%
PEG vs PLTD
-77.8%
+67.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.8% | 0.0% |
| 7D | +0.7% | +5.9% | -5.2% | +0.9% |
| 30D | -2.4% | -11.6% | +9.2% | -2.8% |
| 3M | -4.8% | -29.9% | +25.2% | -5.6% |
| 6M | -10.7% | -28.5% | +17.8% | -11.1% |
| YTD | -6.7% | -20.4% | +13.7% | -6.1% |
| 1Y | -6.8% | -33.3% | +26.4% | -7.7% |
| All | -10.0% | -77.8% | +67.8% | -21.6% |
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