-77.0%
PLTD vs BG
+53.6%
-130.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.0% | +2.4% |
| 7D | +4.5% | +2.4% | +2.2% | +4.6% |
| 30D | -0.7% | +15.0% | -15.8% | 0.0% |
| 3M | -31.0% | -0.7% | -30.4% | -31.0% |
| 6M | -24.8% | +7.5% | -32.3% | -24.2% |
| YTD | -18.6% | +41.6% | -60.2% | -16.3% |
| 1Y | -31.8% | +50.7% | -82.5% | -29.2% |
| All | -77.0% | +53.6% | -130.6% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling