-77.4%
PLTD vs USFR
+8.2%
-85.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | -0.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.3% |
| 30D | +21.1% | +0.4% | +20.7% | +18.4% |
| 3M | -0.7% | +1.1% | -1.8% | -5.9% |
| 6M | -33.0% | +2.1% | -35.0% | -35.2% |
| YTD | -19.9% | +3.4% | -23.3% | -18.0% |
| 1Y | -13.9% | +4.1% | -18.0% | -6.7% |
| All | -77.4% | +8.2% | -85.6% | -53.6% |
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