-77.0%
PLTD vs SFM
-48.9%
-28.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.5% | +8.8% | +1.4% |
| 7D | +4.5% | -5.8% | +10.4% | +3.7% |
| 30D | -0.7% | -11.4% | +10.6% | -2.3% |
| 3M | -31.0% | -12.2% | -18.9% | -32.2% |
| 6M | -24.8% | -5.2% | -19.7% | -24.6% |
| YTD | -18.6% | -4.5% | -14.1% | -18.6% |
| 1Y | -31.8% | -45.4% | +13.6% | -46.2% |
| All | -77.0% | -48.9% | -28.1% | -81.2% |
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