-76.4%
PLTD vs BG
+54.5%
-130.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.3% |
| 7D | +9.9% | +3.7% | +6.2% | +10.0% |
| 30D | +3.8% | +12.3% | -8.5% | +4.4% |
| 3M | -32.3% | -2.2% | -30.1% | -32.4% |
| 6M | -25.9% | +5.3% | -31.2% | -25.4% |
| YTD | -16.4% | +42.4% | -58.8% | -14.0% |
| 1Y | -25.2% | +55.2% | -80.3% | -21.9% |
| All | -76.4% | +54.5% | -130.9% | -74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling