-77.0%
PLTD vs USFR
+7.3%
-84.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.1% |
| 7D | +4.5% | +0.1% | +4.5% | +4.3% |
| 30D | -0.7% | +0.3% | -1.1% | -2.1% |
| 3M | -31.0% | +1.0% | -32.0% | -31.1% |
| 6M | -24.8% | +1.9% | -26.8% | -23.1% |
| YTD | -18.6% | +2.7% | -21.2% | -13.1% |
| 1Y | -31.8% | +4.0% | -35.8% | -20.0% |
| All | -77.0% | +7.3% | -84.4% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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