+135.5%
PLTU vs USFR
+7.3%
+128.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -8.9% |
| 7D | -13.6% | +0.1% | -13.6% | -13.1% |
| 30D | +16.7% | +0.3% | +16.4% | +19.5% |
| 3M | +29.6% | +1.0% | +28.6% | +29.2% |
| 6M | -0.1% | +1.9% | -2.0% | -5.1% |
| YTD | -31.5% | +2.6% | -34.1% | -40.3% |
| 1Y | -19.7% | +4.0% | -23.7% | -42.8% |
| All | +135.5% | +7.3% | +128.2% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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