-77.3%
PLTD vs CAPR
-32.9%
-44.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.9% | +9.1% | +2.1% |
| 7D | -4.8% | +5.9% | -10.7% | -4.6% |
| 30D | +16.9% | +44.6% | -27.8% | +17.5% |
| 3M | +2.6% | +126.4% | -123.7% | +4.0% |
| 6M | -36.2% | -68.6% | +32.3% | -36.8% |
| YTD | -19.4% | -67.0% | +47.6% | -19.9% |
| 1Y | -22.5% | +65.2% | -87.7% | -17.9% |
| All | -77.3% | -32.9% | -44.4% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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