+20.4%
XLF vs PLTD
-77.8%
+98.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.4% |
| 7D | 0.0% | +5.9% | -5.9% | +0.6% |
| 30D | +0.2% | -11.6% | +11.8% | -0.8% |
| 3M | +11.7% | -29.9% | +41.7% | +9.1% |
| 6M | +13.8% | -28.5% | +42.3% | +11.8% |
| YTD | +7.0% | -20.4% | +27.4% | +6.8% |
| 1Y | +9.1% | -33.3% | +42.4% | +6.8% |
| All | +20.4% | -77.8% | +98.2% | +3.5% |
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