-19.5%
SAP vs PLTD
-33.9%
+14.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | +0.2% |
| 7D | -2.9% | +5.9% | -8.8% | -1.3% |
| 30D | +9.0% | -11.6% | +20.6% | +6.6% |
| 3M | +14.9% | -29.9% | +44.9% | +8.7% |
| 6M | +11.9% | -28.5% | +40.4% | +7.6% |
| YTD | -9.9% | -20.4% | +10.5% | -11.4% |
| 1Y | -19.5% | -33.3% | +13.7% | -22.0% |
| All | -19.5% | -33.9% | +14.4% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling