-76.6%
PLTD vs SARO
-11.0%
-65.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | +0.2% |
| 7D | +4.2% | -3.1% | +7.4% | +2.5% |
| 30D | +0.7% | -12.2% | +13.0% | -6.2% |
| 3M | -32.4% | -7.4% | -25.0% | -34.4% |
| 6M | -26.2% | -15.3% | -10.9% | -32.7% |
| YTD | -17.0% | -16.2% | -0.8% | -24.3% |
| 1Y | -26.7% | -12.1% | -14.6% | -28.8% |
| All | -76.6% | -11.0% | -65.6% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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