-11.0%
RMBS vs PLTD
-18.9%
+7.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -2.8% |
| 7D | +10.3% | -4.8% | +15.1% | +9.4% |
| 30D | -10.7% | +16.9% | -27.6% | -8.1% |
| 3M | -17.2% | +2.6% | -19.8% | -15.6% |
| 6M | -39.0% | -36.2% | -2.8% | -40.3% |
| YTD | -10.5% | -19.4% | +8.9% | -11.8% |
| 1Y | -11.0% | -22.5% | +11.5% | -15.0% |
| All | -11.0% | -18.9% | +7.9% | -15.0% |
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