+132.5%
SITM vs PLTD
-77.3%
+209.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.5% | -1.4% |
| 7D | +8.4% | +4.5% | +3.8% | +9.9% |
| 30D | -17.4% | -0.7% | -16.7% | -17.6% |
| 3M | -9.8% | -31.0% | +21.2% | -18.2% |
| 6M | +83.0% | -24.8% | +107.8% | +74.3% |
| YTD | +69.6% | -18.6% | +88.1% | +68.7% |
| 1Y | +144.9% | -31.8% | +176.7% | +126.1% |
| All | +132.5% | -77.3% | +209.8% | +29.8% |
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 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