-77.5%
PLTD vs RL
+58.4%
-135.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +5.6% |
| 7D | +5.9% | -0.8% | +6.7% | +5.7% |
| 30D | -11.6% | -7.8% | -3.8% | -14.6% |
| 3M | -29.9% | -4.0% | -25.9% | -30.8% |
| 6M | -28.5% | -1.9% | -26.6% | -28.4% |
| YTD | -20.4% | -0.2% | -20.2% | -18.9% |
| 1Y | -33.3% | +10.7% | -43.9% | -25.5% |
| All | -77.5% | +58.4% | -135.9% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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