-14.0%
PLTD vs SFM
-37.1%
+23.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.6% |
| 7D | +4.2% | -10.2% | +14.5% | +5.4% |
| 30D | +20.8% | -23.9% | +44.7% | +23.7% |
| 3M | -2.6% | -42.3% | +39.7% | +3.9% |
| 6M | -33.1% | -40.1% | +7.1% | -28.4% |
| YTD | -20.0% | -37.8% | +17.7% | -14.8% |
| All | -14.0% | -37.1% | +23.0% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling