-19.3%
PLTD vs MTB
+21.0%
-40.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -9.8% | 0.0% | -9.8% | -9.7% |
| 30D | +18.9% | +0.8% | +18.1% | +18.8% |
| 3M | -4.2% | -12.8% | +8.5% | -4.7% |
| 6M | -34.8% | +6.7% | -41.5% | -34.9% |
| YTD | -21.1% | +11.3% | -32.4% | -18.3% |
| 1Y | -19.3% | +20.2% | -39.4% | -12.2% |
| All | -19.3% | +21.0% | -40.3% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling