-36.3%
STZ vs PLTD
-75.6%
+39.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.5% | -10.2% | -0.8% |
| 7D | +11.8% | +25.1% | -13.3% | +11.3% |
| 30D | +26.0% | +21.0% | +4.9% | +25.5% |
| 3M | +11.5% | -2.9% | +14.5% | +11.3% |
| 6M | -2.0% | -27.8% | +25.8% | -1.8% |
| YTD | +7.9% | -12.6% | +20.5% | +8.4% |
| 1Y | +13.9% | -9.8% | +23.8% | +14.7% |
| All | -36.3% | -75.6% | +39.4% | -39.4% |
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