-77.5%
PLTD vs FIVE
+131.0%
-208.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +6.1% |
| 7D | +5.9% | +4.3% | +1.7% | +7.2% |
| 30D | -11.6% | +12.5% | -24.1% | -8.1% |
| 3M | -29.9% | +31.2% | -61.2% | -23.5% |
| 6M | -28.5% | +14.4% | -42.9% | -24.2% |
| YTD | -20.4% | +33.9% | -54.3% | -11.2% |
| 1Y | -33.3% | +65.1% | -98.3% | -20.4% |
| All | -77.5% | +131.0% | -208.6% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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