-76.1%
PLTD vs ALM
+484.9%
-561.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -2.9% |
| 7D | +13.7% | -6.7% | +20.4% | +12.9% |
| 30D | +18.4% | -32.9% | +51.3% | +13.3% |
| 3M | -7.5% | -39.5% | +32.0% | -12.0% |
| 6M | -31.3% | -62.0% | +30.7% | -37.3% |
| YTD | -15.4% | -7.8% | -7.6% | -10.9% |
| 1Y | -18.4% | +26.7% | -45.1% | -10.0% |
| All | -76.1% | +484.9% | -561.0% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling