+13.3%
RMBS vs PLTD
-33.9%
+47.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | +2.1% |
| 7D | -0.3% | +5.9% | -6.3% | +0.8% |
| 30D | -12.2% | -11.6% | -0.6% | -13.9% |
| 3M | -49.5% | -29.9% | -19.6% | -51.5% |
| 6M | -7.1% | -28.5% | +21.4% | -10.2% |
| YTD | -7.0% | -20.4% | +13.4% | -6.0% |
| 1Y | +13.3% | -33.3% | +46.6% | +26.1% |
| All | +13.3% | -33.9% | +47.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 1y: compounded portfolio wealth divided by compounded PLTD 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…
1y analysis · Full analysis span regression · 6 months rolling