-77.5%
PLTD vs BG
+47.2%
-124.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.6% |
| 7D | +5.9% | +2.8% | +3.1% | +6.1% |
| 30D | -11.6% | +12.0% | -23.6% | -10.9% |
| 3M | -29.9% | -7.7% | -22.2% | -30.2% |
| 6M | -28.5% | +4.5% | -33.0% | -27.9% |
| YTD | -20.4% | +35.7% | -56.1% | -18.3% |
| 1Y | -33.3% | +50.1% | -83.3% | -30.3% |
| All | -77.5% | +47.2% | -124.7% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling