-77.5%
PLTD vs ES
+28.6%
-106.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.6% |
| 7D | +5.9% | +0.3% | +5.6% | +6.0% |
| 30D | -11.6% | -2.0% | -9.6% | -11.7% |
| 3M | -29.9% | +1.7% | -31.6% | -29.8% |
| 6M | -28.5% | -3.5% | -25.0% | -29.0% |
| YTD | -20.4% | +7.9% | -28.3% | -19.4% |
| 1Y | -33.3% | +17.2% | -50.4% | -30.9% |
| All | -77.5% | +28.6% | -106.1% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling