-77.7%
PLTD vs CAPR
-27.9%
-49.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +0.3% |
| 7D | -9.8% | +19.1% | -28.8% | -9.5% |
| 30D | +18.9% | +48.8% | -29.9% | +19.6% |
| 3M | -4.2% | +144.4% | -148.6% | -2.9% |
| 6M | -34.8% | -67.5% | +32.7% | -35.4% |
| YTD | -21.1% | -64.5% | +43.4% | -21.5% |
| 1Y | -19.3% | +74.4% | -93.7% | -14.5% |
| All | -77.7% | -27.9% | -49.9% | -75.8% |
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