-77.0%
PLTD vs GWRE
-12.4%
-64.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.8% | +10.1% | -1.3% |
| 7D | +4.5% | -25.6% | +30.1% | -7.3% |
| 30D | -0.7% | -12.2% | +11.5% | -4.3% |
| 3M | -31.0% | +17.7% | -48.8% | -21.9% |
| 6M | -24.8% | -11.3% | -13.5% | -21.7% |
| YTD | -18.6% | -25.5% | +7.0% | -21.8% |
| 1Y | -31.8% | -42.8% | +11.0% | -41.8% |
| All | -77.0% | -12.4% | -64.7% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling