-10.6%
PG vs PLTD
-77.3%
+66.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.6% |
| 7D | -0.4% | +4.5% | -5.0% | -0.6% |
| 30D | -0.1% | -0.7% | +0.6% | -0.2% |
| 3M | +1.1% | -31.0% | +32.1% | +1.6% |
| 6M | -3.8% | -24.8% | +21.0% | -3.8% |
| YTD | +3.8% | -18.6% | +22.4% | +3.8% |
| 1Y | -5.8% | -31.8% | +26.0% | -5.7% |
| All | -10.6% | -77.3% | +66.7% | -11.8% |
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