-76.6%
PLTD vs DGX
+56.2%
-132.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | +4.2% | -0.9% | +5.1% | +4.2% |
| 30D | +0.7% | -1.2% | +1.9% | +0.7% |
| 3M | -32.4% | +15.8% | -48.1% | -32.6% |
| 6M | -26.2% | +18.2% | -44.4% | -26.5% |
| YTD | -17.0% | +37.2% | -54.2% | -16.1% |
| 1Y | -26.7% | +30.4% | -57.0% | -26.2% |
| All | -76.6% | +56.2% | -132.7% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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