+103.4%
STM vs PLTD
-77.8%
+181.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.8% | +2.6% |
| 7D | +5.8% | +5.9% | -0.1% | +6.8% |
| 30D | -1.0% | -11.6% | +10.6% | -2.6% |
| 3M | -33.3% | -29.9% | -3.3% | -35.7% |
| 6M | +57.4% | -28.5% | +85.9% | +52.6% |
| YTD | +102.2% | -20.4% | +122.6% | +101.9% |
| 1Y | +99.6% | -33.3% | +132.9% | +92.8% |
| All | +103.4% | -77.8% | +181.2% | +54.5% |
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