-77.4%
PLTD vs EXEL
+102.9%
-180.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.1% | -8.6% | -4.9% |
| 7D | +4.2% | +2.3% | +1.9% | +4.8% |
| 30D | +20.8% | +19.8% | +1.0% | +24.8% |
| 3M | -2.6% | +32.7% | -35.2% | +2.6% |
| 6M | -33.1% | +49.0% | -82.0% | -27.8% |
| YTD | -20.0% | +63.7% | -83.7% | -11.4% |
| 1Y | -21.6% | +75.8% | -97.4% | -11.7% |
| All | -77.4% | +102.9% | -180.3% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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