-77.0%
PLTD vs CRL
+46.0%
-123.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +1.8% |
| 7D | +4.5% | -0.6% | +5.1% | +4.4% |
| 30D | -0.7% | +5.0% | -5.7% | +0.3% |
| 3M | -31.0% | +50.6% | -81.6% | -24.4% |
| 6M | -24.8% | +60.9% | -85.8% | -15.4% |
| YTD | -18.6% | +40.7% | -59.3% | -10.5% |
| 1Y | -31.8% | +73.3% | -105.1% | -21.0% |
| All | -77.0% | +46.0% | -123.0% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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