-33.3%
PLTD vs CAI
-31.3%
-2.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.4% |
| 7D | +5.9% | -2.2% | +8.1% | +5.6% |
| 30D | -11.6% | +52.4% | -64.0% | -3.1% |
| 3M | -29.9% | +45.1% | -75.0% | -23.9% |
| 6M | -28.5% | +26.2% | -54.8% | -22.6% |
| YTD | -20.4% | -7.1% | -13.3% | -17.0% |
| 1Y | -33.3% | -31.0% | -2.2% | -32.4% |
| All | -33.3% | -31.3% | -2.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling