-40.5%
PLTD vs CAI
-8.1%
-32.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.1% |
| 7D | +4.5% | +0.2% | +4.4% | +4.6% |
| 30D | -0.7% | +9.1% | -9.9% | +1.3% |
| 3M | -31.0% | +53.8% | -84.8% | -24.7% |
| 6M | -24.8% | +33.5% | -58.3% | -18.3% |
| YTD | -18.6% | -8.0% | -10.5% | -15.3% |
| 1Y | -31.8% | -28.7% | -3.1% | -29.9% |
| All | -40.5% | -8.1% | -32.4% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling