+113.0%
PLTU vs IAG
+255.6%
-142.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.3% |
| 7D | -17.7% | -4.1% | -13.7% | -16.0% |
| 30D | -12.5% | +10.6% | -23.1% | -17.2% |
| 3M | +39.5% | +35.4% | +4.1% | +19.3% |
| 6M | -7.0% | -9.5% | +2.6% | -5.4% |
| YTD | -38.1% | +21.8% | -59.9% | -46.0% |
| 1Y | -36.0% | +84.1% | -120.1% | -54.6% |
| All | +113.0% | +255.6% | -142.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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