-76.4%
PLTD vs SARO
-12.4%
-64.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.6% | +0.9% |
| 7D | +9.9% | -4.0% | +13.9% | +7.4% |
| 30D | +3.8% | -16.1% | +20.0% | -5.7% |
| 3M | -32.3% | -4.5% | -27.8% | -33.0% |
| 6M | -25.9% | -17.0% | -8.8% | -33.3% |
| YTD | -16.4% | -17.5% | +1.1% | -24.4% |
| 1Y | -25.2% | -12.3% | -12.9% | -27.2% |
| All | -76.4% | -12.4% | -64.0% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling