-77.7%
PLTD vs URA
+13.5%
-91.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | -1.6% |
| 7D | -9.8% | +4.5% | -14.2% | -7.3% |
| 30D | +18.9% | -13.4% | +32.4% | +11.8% |
| 3M | -4.2% | -28.4% | +24.2% | -18.0% |
| 6M | -34.8% | -40.5% | +5.6% | -48.2% |
| YTD | -21.1% | -24.3% | +3.1% | -23.9% |
| 1Y | -19.3% | -28.8% | +9.6% | -24.2% |
| All | -77.7% | +13.5% | -91.2% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling