-33.3%
PLTD vs ALM
+318.3%
-351.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.2% | +4.4% |
| 7D | +5.9% | -2.6% | +8.5% | +5.6% |
| 30D | -11.6% | +32.0% | -43.6% | -7.9% |
| 3M | -29.9% | -15.0% | -14.9% | -30.0% |
| 6M | -28.5% | -10.1% | -18.4% | -26.7% |
| YTD | -20.4% | +99.4% | -119.8% | -5.9% |
| 1Y | -33.3% | +316.4% | -349.6% | -18.4% |
| All | -33.3% | +318.3% | -351.6% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling