-77.4%
PLTD vs M
+65.6%
-143.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +8.1% | -13.6% | -3.7% |
| 7D | +4.2% | +2.5% | +1.7% | +5.1% |
| 30D | +20.8% | +10.1% | +10.8% | +23.8% |
| 3M | -2.6% | -0.9% | -1.6% | -2.4% |
| 6M | -33.1% | +30.2% | -63.2% | -27.9% |
| YTD | -20.0% | +16.3% | -36.3% | -16.2% |
| 1Y | -21.6% | +27.0% | -48.6% | -15.2% |
| All | -77.4% | +65.6% | -143.0% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling