+47.0%
ROK vs PLTD
-77.8%
+124.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.4% | +1.7% |
| 7D | +0.7% | +5.9% | -5.2% | +1.2% |
| 30D | -3.3% | -11.6% | +8.3% | -4.2% |
| 3M | -5.9% | -29.9% | +24.1% | -7.6% |
| 6M | +13.9% | -28.5% | +42.4% | +12.6% |
| YTD | +12.6% | -20.4% | +33.0% | +14.2% |
| 1Y | +28.6% | -33.3% | +61.9% | +27.2% |
| All | +47.0% | -77.8% | +124.8% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling