+44.4%
SITM vs PLTD
-16.1%
+60.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.4% | -11.7% | -9.2% |
| 7D | -19.5% | +14.4% | -34.0% | -18.9% |
| 30D | -43.2% | +8.6% | -51.9% | -42.7% |
| 3M | -30.8% | -9.2% | -21.6% | -30.5% |
| 6M | -28.6% | -29.5% | +0.9% | -29.1% |
| YTD | +14.2% | -20.2% | +34.4% | +13.6% |
| 1Y | +44.4% | -16.5% | +60.9% | +45.3% |
| All | +44.4% | -16.1% | +60.5% | +45.3% |
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