+129.0%
SITM vs PLTD
-77.2%
+206.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.4% |
| 7D | +3.7% | -0.9% | +4.6% | +3.4% |
| 30D | -14.5% | +1.3% | -15.8% | -14.0% |
| 3M | -10.6% | -32.9% | +22.3% | -19.7% |
| 6M | +65.5% | -24.9% | +90.4% | +57.6% |
| YTD | +67.0% | -18.2% | +85.3% | +66.4% |
| 1Y | +138.6% | -28.7% | +167.3% | +125.5% |
| All | +129.0% | -77.2% | +206.2% | +28.0% |
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