-13.9%
PLTD vs IRE
-98.0%
+84.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -33.9% | +43.5% | +7.2% |
| 7D | +25.1% | -57.1% | +82.2% | +19.8% |
| 30D | +21.0% | -84.4% | +105.5% | +10.4% |
| 3M | -2.9% | -85.0% | +82.0% | -10.6% |
| 6M | -27.8% | -95.2% | +67.5% | -35.7% |
| YTD | -12.6% | -93.9% | +81.3% | -14.8% |
| 1Y | -9.8% | -98.8% | +89.0% | -22.0% |
| All | -13.9% | -98.0% | +84.2% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling