+116.3%
PLTU vs BG
+52.1%
+64.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.7% |
| 7D | -8.1% | +3.1% | -11.3% | -8.3% |
| 30D | -7.0% | +10.2% | -17.3% | -8.2% |
| 3M | +40.0% | -1.7% | +41.7% | +39.8% |
| 6M | -6.0% | +1.0% | -7.0% | -6.7% |
| YTD | -37.1% | +39.9% | -77.0% | -40.6% |
| 1Y | -33.1% | +53.2% | -86.4% | -39.1% |
| All | +116.3% | +52.1% | +64.2% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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