-4.9%
SAP vs PLTD
-77.5%
+72.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.8% |
| 7D | +0.6% | -4.8% | +5.4% | -0.3% |
| 30D | +6.5% | +16.9% | -10.3% | +10.2% |
| 3M | +12.2% | +2.6% | +9.6% | +13.5% |
| 6M | +46.1% | -36.2% | +82.3% | +37.7% |
| YTD | -1.6% | -19.4% | +17.8% | -2.0% |
| 1Y | -5.1% | -22.5% | +17.4% | -5.9% |
| All | -4.9% | -77.5% | +72.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling