-3.8%
PEP vs PLTD
-75.6%
+71.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.5% | -9.3% | -0.2% |
| 7D | +6.7% | +25.1% | -18.4% | +5.6% |
| 30D | +13.5% | +21.0% | -7.5% | +12.5% |
| 3M | +3.9% | -2.9% | +6.9% | +3.8% |
| 6M | -6.0% | -27.8% | +21.8% | -5.5% |
| YTD | +2.5% | -12.6% | +15.1% | +1.7% |
| 1Y | +3.9% | -9.8% | +13.8% | +2.9% |
| All | -3.8% | -75.6% | +71.9% | -0.5% |
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