+3.9%
T vs PLTD
-78.0%
+82.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.6% | -9.8% | +11.4% | +1.9% |
| 30D | -2.9% | +18.9% | -21.9% | -3.4% |
| 3M | -7.5% | -4.2% | -3.3% | -7.6% |
| 6M | -9.9% | -34.8% | +24.9% | -9.4% |
| YTD | -6.4% | -21.1% | +14.7% | -6.2% |
| 1Y | -9.4% | -19.3% | +9.9% | -9.2% |
| All | +3.9% | -78.0% | +82.0% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling