-77.3%
PLTD vs SFM
-65.1%
-12.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +2.3% |
| 7D | -4.8% | +6.0% | -10.8% | -4.2% |
| 30D | +16.9% | -19.5% | +36.3% | +14.3% |
| 3M | +2.6% | -37.0% | +39.6% | -2.8% |
| 6M | -36.2% | -41.0% | +4.8% | -40.4% |
| YTD | -19.4% | -34.6% | +15.2% | -22.9% |
| 1Y | -22.5% | -36.3% | +13.7% | -26.5% |
| All | -77.3% | -65.1% | -12.2% | -82.2% |
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 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