-77.8%
PLTD vs SFM
-66.1%
-11.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -1.6% |
| 7D | -1.6% | -7.1% | +5.5% | -2.2% |
| 30D | +18.5% | -21.4% | +39.9% | +15.6% |
| 3M | -2.4% | -40.1% | +37.7% | -8.1% |
| 6M | -34.6% | -38.0% | +3.4% | -37.8% |
| YTD | -21.4% | -36.5% | +15.1% | -25.1% |
| 1Y | -16.8% | -35.2% | +18.4% | -20.0% |
| All | -77.8% | -66.1% | -11.8% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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