-77.7%
PLTD vs IAG
+199.1%
-276.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.5% | -0.8% |
| 7D | -9.8% | -2.1% | -7.7% | -9.9% |
| 30D | +18.9% | -6.2% | +25.1% | +17.9% |
| 3M | -4.2% | -5.1% | +0.9% | -4.4% |
| 6M | -34.8% | -10.0% | -24.8% | -34.5% |
| YTD | -21.1% | +3.9% | -25.1% | -15.6% |
| 1Y | -19.3% | +18.9% | -38.1% | -10.1% |
| All | -77.7% | +199.1% | -276.9% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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