+114.8%
PLTU vs ALM
+426.6%
-311.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | +0.6% |
| 7D | +21.9% | -4.0% | +25.9% | +23.2% |
| 30D | -35.3% | -30.5% | -4.8% | -28.8% |
| 3M | -7.7% | -46.9% | +39.2% | +6.2% |
| 6M | +24.2% | -65.5% | +89.8% | +55.8% |
| YTD | -37.5% | -13.4% | -24.1% | -40.2% |
| 1Y | -43.6% | +9.8% | -53.3% | -49.2% |
| All | +114.8% | +426.6% | -311.8% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling