-76.6%
PLTD vs GWRE
-17.5%
-59.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.5% |
| 7D | +4.2% | -13.2% | +17.5% | -2.1% |
| 30D | +0.7% | -18.6% | +19.3% | -6.2% |
| 3M | -32.4% | +18.9% | -51.3% | -23.1% |
| 6M | -26.2% | -11.0% | -15.3% | -23.1% |
| YTD | -17.0% | -29.9% | +12.9% | -22.5% |
| 1Y | -26.7% | -44.3% | +17.7% | -38.1% |
| All | -76.6% | -17.5% | -59.1% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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