-4.4%
SE vs PLTD
-77.8%
+73.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | +0.2% |
| 7D | -6.1% | +5.9% | -12.0% | -4.7% |
| 30D | -2.5% | -11.6% | +9.1% | -4.9% |
| 3M | +21.7% | -29.9% | +51.7% | +14.6% |
| 6M | +27.0% | -28.5% | +55.5% | +21.6% |
| YTD | -12.1% | -20.4% | +8.3% | -12.3% |
| 1Y | -40.9% | -33.3% | -7.7% | -43.4% |
| All | -4.4% | -77.8% | +73.4% | -28.8% |
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