-77.3%
PLTD vs EXEL
+95.1%
-172.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +1.9% |
| 7D | -4.8% | -0.8% | -3.9% | -4.9% |
| 30D | +16.9% | +13.1% | +3.7% | +19.4% |
| 3M | +2.6% | +36.3% | -33.7% | +8.7% |
| 6M | -36.2% | +34.5% | -70.8% | -32.5% |
| YTD | -19.4% | +57.4% | -76.8% | -11.4% |
| 1Y | -22.5% | +62.9% | -85.5% | -14.0% |
| All | -77.3% | +95.1% | -172.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling