-77.0%
PLTD vs TXG
+317.8%
-394.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +3.4% |
| 7D | +4.5% | +9.4% | -4.8% | +6.8% |
| 30D | -0.7% | +26.1% | -26.8% | +5.5% |
| 3M | -31.0% | +124.8% | -155.9% | -14.2% |
| 6M | -24.8% | +215.2% | -240.1% | +3.8% |
| YTD | -18.6% | +302.2% | -320.8% | +21.8% |
| 1Y | -31.8% | +370.9% | -402.7% | +8.6% |
| All | -77.0% | +317.8% | -394.9% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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