+48.4%
RMBS vs PLTU
+140.2%
-91.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +3.5% | -0.8% | +4.2% | +3.2% |
| 30D | -8.6% | -8.8% | +0.2% | -8.1% |
| 3M | -40.3% | +41.7% | -82.0% | -45.8% |
| 6M | -1.0% | -9.3% | +8.3% | -5.7% |
| YTD | -4.6% | -35.2% | +30.6% | -5.7% |
| 1Y | +17.6% | -29.5% | +47.1% | +12.3% |
| All | +48.4% | +140.2% | -91.8% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling