-55.2%
SMR vs PLTD
-77.8%
+22.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.2% | +2.2% |
| 7D | +4.4% | +5.9% | -1.5% | +8.2% |
| 30D | +3.4% | -11.6% | +15.0% | -3.0% |
| 3M | -19.2% | -29.9% | +10.8% | -30.6% |
| 6M | -22.6% | -28.5% | +5.9% | -30.1% |
| YTD | -31.5% | -20.4% | -11.1% | -31.6% |
| 1Y | -73.1% | -33.3% | -39.8% | -74.6% |
| All | -55.2% | -77.8% | +22.6% | -75.8% |
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