-76.9%
PLTD vs TXG
+328.6%
-405.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +1.0% |
| 7D | -0.9% | +9.1% | -10.1% | +1.2% |
| 30D | +1.3% | +14.9% | -13.6% | +5.2% |
| 3M | -32.9% | +120.0% | -152.8% | -17.0% |
| 6M | -24.9% | +221.8% | -246.7% | +4.2% |
| YTD | -18.2% | +312.6% | -330.8% | +23.0% |
| 1Y | -28.7% | +398.4% | -427.1% | +15.4% |
| All | -76.9% | +328.6% | -405.5% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling