-77.7%
PLTD vs ES
+30.2%
-108.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -9.8% | -1.1% | -8.7% | -9.8% |
| 30D | +18.9% | +8.2% | +10.7% | +19.2% |
| 3M | -4.2% | +0.6% | -4.9% | -4.5% |
| 6M | -34.8% | +6.0% | -40.8% | -34.7% |
| YTD | -21.1% | +9.3% | -30.5% | -20.4% |
| 1Y | -19.3% | +1.1% | -20.4% | -19.4% |
| All | -77.7% | +30.2% | -108.0% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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