-77.5%
PLTD vs CRL
+50.0%
-127.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +4.3% |
| 7D | +5.9% | -1.0% | +7.0% | +5.7% |
| 30D | -11.6% | +10.7% | -22.3% | -9.7% |
| 3M | -29.9% | +55.3% | -85.2% | -22.7% |
| 6M | -28.5% | +60.7% | -89.2% | -19.7% |
| YTD | -20.4% | +44.6% | -65.0% | -12.0% |
| 1Y | -33.3% | +77.7% | -111.0% | -22.3% |
| All | -77.5% | +50.0% | -127.5% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling