+49.6%
RMBS vs PLTD
-77.3%
+126.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +2.4% |
| 7D | +3.0% | +4.5% | -1.6% | +4.4% |
| 30D | -14.4% | -0.7% | -13.7% | -14.5% |
| 3M | -42.8% | -31.0% | -11.8% | -47.5% |
| 6M | -1.4% | -24.8% | +23.4% | -5.7% |
| YTD | -5.4% | -18.6% | +13.1% | -6.3% |
| 1Y | +18.6% | -31.8% | +50.4% | +12.5% |
| All | +49.6% | -77.3% | +126.9% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling