-77.5%
PLTD vs USFR
+7.3%
-84.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.9% | +0.1% | +5.9% | +5.7% |
| 30D | -11.6% | +0.3% | -11.9% | -12.7% |
| 3M | -29.9% | +1.0% | -30.9% | -29.8% |
| 6M | -28.5% | +1.9% | -30.5% | -26.6% |
| YTD | -20.4% | +2.6% | -23.0% | -14.9% |
| 1Y | -33.3% | +4.0% | -37.3% | -21.5% |
| All | -77.5% | +7.3% | -84.8% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling