-5.2%
SAP vs PLTD
-78.1%
+72.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.7% |
| 7D | -2.5% | -1.6% | -0.9% | -2.7% |
| 30D | +7.5% | +18.5% | -11.0% | +11.5% |
| 3M | +11.6% | -2.4% | +14.1% | +11.8% |
| 6M | +37.6% | -34.6% | +72.2% | +30.4% |
| YTD | -2.0% | -21.4% | +19.5% | -2.8% |
| 1Y | -6.4% | -16.8% | +10.4% | -6.1% |
| All | -5.2% | -78.1% | +72.9% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling