+50.9%
RMBS vs PLTD
-77.2%
+128.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.0% |
| 7D | +3.5% | -0.9% | +4.4% | +3.2% |
| 30D | -8.6% | +1.3% | -9.9% | -8.1% |
| 3M | -40.3% | -32.9% | -7.4% | -45.7% |
| 6M | -1.0% | -24.9% | +23.9% | -5.4% |
| YTD | -4.6% | -18.2% | +13.6% | -5.3% |
| 1Y | +17.6% | -28.7% | +46.3% | +13.6% |
| All | +50.9% | -77.2% | +128.1% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling