-76.1%
PLTD vs SFM
-67.1%
-9.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.7% | -3.7% |
| 7D | +13.7% | -1.2% | +15.0% | +13.6% |
| 30D | +18.4% | -24.8% | +43.2% | +14.9% |
| 3M | -7.5% | -43.7% | +36.2% | -13.6% |
| 6M | -31.3% | -37.3% | +6.0% | -34.2% |
| YTD | -15.4% | -38.4% | +23.0% | -19.6% |
| 1Y | -18.4% | -36.9% | +18.5% | -21.8% |
| All | -76.1% | -67.1% | -9.1% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling