-77.5%
PLTD vs BURL
-10.2%
-67.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +5.3% |
| 7D | +5.9% | -2.8% | +8.7% | +5.2% |
| 30D | -11.6% | -28.2% | +16.6% | -18.9% |
| 3M | -29.9% | -17.6% | -12.3% | -33.1% |
| 6M | -28.5% | -11.8% | -16.8% | -29.6% |
| YTD | -20.4% | -8.1% | -12.3% | -20.2% |
| 1Y | -33.3% | -12.0% | -21.3% | -34.3% |
| All | -77.5% | -10.2% | -67.4% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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