-77.7%
PLTD vs SFM
-65.5%
-12.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.6% |
| 7D | -9.8% | -0.4% | -9.3% | -9.8% |
| 30D | +18.9% | -19.2% | +38.1% | +16.4% |
| 3M | -4.2% | -40.3% | +36.1% | -9.9% |
| 6M | -34.8% | -40.9% | +6.0% | -38.9% |
| YTD | -21.1% | -35.5% | +14.4% | -24.7% |
| 1Y | -19.3% | -37.4% | +18.2% | -23.6% |
| All | -77.7% | -65.5% | -12.2% | -82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling