+13.3%
RMBS vs PLTU
-18.5%
+31.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.0% | +10.3% | +2.1% |
| 7D | -0.3% | -13.6% | +13.2% | +0.7% |
| 30D | -12.2% | +16.7% | -28.8% | -13.9% |
| 3M | -49.5% | +29.6% | -79.1% | -51.6% |
| 6M | -7.1% | -0.1% | -7.0% | -10.3% |
| YTD | -7.0% | -31.5% | +24.5% | -6.3% |
| 1Y | +13.3% | -19.7% | +33.1% | +25.4% |
| All | +13.3% | -18.5% | +31.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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