+13.7%
RMBS vs PLTD
-27.1%
+40.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +3.5% | -0.9% | +4.4% | +3.3% |
| 30D | -8.6% | +1.3% | -9.9% | -8.3% |
| 3M | -40.3% | -32.9% | -7.4% | -43.2% |
| 6M | -1.0% | -24.9% | +23.9% | -3.1% |
| YTD | -4.6% | -18.2% | +13.6% | -3.1% |
| All | +13.7% | -27.1% | +40.8% | +19.4% |
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