-77.4%
PLTD vs FDS
-31.5%
-45.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.1% |
| 7D | +2.8% | -2.0% | +4.8% | +2.2% |
| 30D | +21.1% | +13.5% | +7.6% | +25.9% |
| 3M | -0.7% | +15.2% | -15.9% | +4.5% |
| 6M | -33.0% | +47.0% | -80.0% | -23.4% |
| YTD | -19.9% | +13.9% | -33.8% | -11.2% |
| 1Y | -13.9% | +25.2% | -39.0% | -2.4% |
| All | -77.4% | -31.5% | -45.9% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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