+47.3%
RMBS vs PLTU
+133.3%
-86.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | +1.8% | -8.1% | +9.9% | +3.1% |
| 30D | -13.9% | -7.0% | -6.9% | -13.6% |
| 3M | -39.8% | +40.0% | -79.8% | -45.2% |
| 6M | -6.0% | -6.0% | 0.0% | -11.2% |
| YTD | -5.4% | -37.1% | +31.7% | -6.0% |
| 1Y | -1.8% | -33.1% | +31.3% | -5.2% |
| All | +47.3% | +133.3% | -86.1% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling