+122.7%
PLTU vs IFF
-1.0%
+123.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -0.8% | -3.0% | +2.3% | -0.1% |
| 30D | -8.8% | -0.9% | -7.9% | -8.7% |
| 3M | +41.7% | +11.8% | +29.8% | +38.3% |
| 6M | -9.3% | +16.5% | -25.8% | -13.5% |
| YTD | -35.2% | +26.5% | -61.7% | -43.2% |
| 1Y | -29.5% | +32.7% | -62.2% | -41.6% |
| All | +122.7% | -1.0% | +123.7% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 all: compounded portfolio wealth divided by compounded IFF 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…
all analysis · Full analysis span regression · 6 months rolling