-65.9%
PLTD vs BIYA
-99.8%
+33.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +4.5% | +2.7% | +1.8% | +4.5% |
| 30D | -0.7% | -18.7% | +18.0% | -0.5% |
| 3M | -31.0% | -72.0% | +41.0% | -30.4% |
| 6M | -24.8% | -86.4% | +61.6% | -24.4% |
| YTD | -18.6% | -94.2% | +75.6% | -17.5% |
| 1Y | -31.8% | -98.4% | +66.6% | -30.9% |
| All | -65.9% | -99.8% | +33.9% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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