-47.1%
PLTU vs ALM
+44.8%
-91.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.6% | -4.8% |
| 7D | -24.5% | -6.4% | -18.1% | -23.0% |
| 30D | -20.2% | -35.0% | +14.8% | -10.9% |
| 3M | +3.1% | -33.8% | +36.9% | +11.5% |
| 6M | +8.7% | -55.0% | +63.8% | +26.9% |
| YTD | -36.2% | -0.2% | -36.0% | -51.6% |
| 1Y | -47.1% | +41.8% | -88.9% | -66.8% |
| All | -47.1% | +44.8% | -91.9% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling