+39.0%
RMBS vs PLTD
-77.7%
+116.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.5% | +13.8% | +6.5% |
| 7D | -3.9% | +4.2% | -8.1% | -1.7% |
| 30D | -24.9% | +20.8% | -45.7% | -19.0% |
| 3M | -20.5% | -2.6% | -17.9% | -19.4% |
| 6M | -37.5% | -33.1% | -4.4% | -42.0% |
| YTD | -12.1% | -20.0% | +7.9% | -11.6% |
| 1Y | -25.0% | -21.6% | -3.4% | -24.0% |
| All | +39.0% | -77.7% | +116.7% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling