+116.3%
PLTU vs TW
-20.3%
+136.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -8.1% | -4.5% | -3.7% | -6.1% |
| 30D | -7.0% | -2.3% | -4.8% | -5.7% |
| 3M | +40.0% | +2.6% | +37.4% | +38.0% |
| 6M | -6.0% | -17.5% | +11.6% | +3.0% |
| YTD | -37.1% | -5.3% | -31.8% | -35.6% |
| 1Y | -33.1% | -14.8% | -18.4% | -25.4% |
| All | +116.3% | -20.3% | +136.6% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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