-77.4%
PLTD vs M
+66.4%
-143.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.3% |
| 7D | +2.8% | +5.0% | -2.2% | +4.2% |
| 30D | +21.1% | +10.6% | +10.4% | +24.2% |
| 3M | -0.7% | +1.6% | -2.3% | +0.1% |
| 6M | -33.0% | +30.8% | -63.8% | -27.7% |
| YTD | -19.9% | +16.9% | -36.8% | -16.0% |
| 1Y | -13.9% | +26.3% | -40.1% | -7.1% |
| All | -77.4% | +66.4% | -143.8% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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