+46.9%
RMBS vs PLTD
-78.1%
+125.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +5.0% |
| 7D | +3.0% | -1.6% | +4.5% | +3.4% |
| 30D | -15.5% | +18.5% | -34.0% | -9.4% |
| 3M | -11.5% | -2.4% | -9.0% | -10.2% |
| 6M | -36.5% | -34.6% | -2.0% | -41.5% |
| YTD | -7.1% | -21.4% | +14.3% | -7.1% |
| 1Y | -18.7% | -16.8% | -1.9% | -15.3% |
| All | +46.9% | -78.1% | +125.0% | -1.1% |
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 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