+133.8%
SITM vs PLTD
-76.7%
+210.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +2.8% |
| 7D | +4.8% | +9.9% | -5.1% | +8.0% |
| 30D | -9.7% | +3.8% | -13.5% | -8.5% |
| 3M | -9.3% | -32.3% | +23.0% | -18.5% |
| 6M | +69.5% | -25.9% | +95.4% | +60.1% |
| YTD | +70.5% | -16.4% | +86.9% | +71.1% |
| 1Y | +145.3% | -25.2% | +170.4% | +136.9% |
| All | +133.8% | -76.7% | +210.5% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling