-16.5%
PLTD vs BG
+7.2%
-23.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +2.0% |
| 7D | +14.4% | -3.8% | +18.2% | +15.0% |
| 30D | +8.6% | -9.6% | +18.3% | +10.2% |
| 3M | -9.2% | -8.5% | -0.7% | -7.0% |
| 6M | -29.5% | -23.0% | -6.5% | -27.0% |
| YTD | -20.2% | +10.9% | -31.1% | -26.4% |
| 1Y | -16.5% | +6.0% | -22.5% | -21.8% |
| All | -16.5% | +7.2% | -23.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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