+109.6%
PLTU vs ALM
+505.6%
-395.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +8.1% | +3.0% | +9.0% |
| 7D | -11.7% | +0.7% | -12.5% | -11.4% |
| 30D | -36.9% | -26.1% | -10.9% | -31.8% |
| 3M | -10.9% | -38.1% | +27.2% | -1.6% |
| 6M | +18.0% | -55.4% | +73.4% | +38.3% |
| YTD | -39.0% | -0.4% | -38.6% | -43.6% |
| 1Y | -41.5% | +25.4% | -66.9% | -49.0% |
| All | +109.6% | +505.6% | -395.9% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling