-14.5%
PLTU vs CAI
-9.9%
-4.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.1% |
| 7D | -8.1% | -2.9% | -5.2% | -7.2% |
| 30D | -7.0% | +9.3% | -16.4% | -10.5% |
| 3M | +40.0% | +35.2% | +4.8% | +24.7% |
| 6M | -6.0% | +30.7% | -36.7% | -16.9% |
| YTD | -37.1% | -9.8% | -27.3% | -38.4% |
| 1Y | -33.1% | -28.9% | -4.3% | -32.7% |
| All | -14.5% | -9.9% | -4.7% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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