-77.5%
PLTD vs SFM
-45.4%
-32.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.8% | +5.0% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | -11.6% | -4.4% | -7.2% | -12.1% |
| 3M | -29.9% | +1.5% | -31.5% | -29.4% |
| 6M | -28.5% | +6.5% | -35.0% | -26.7% |
| YTD | -20.4% | +2.2% | -22.6% | -19.7% |
| 1Y | -33.3% | -41.9% | +8.6% | -47.1% |
| All | -77.5% | -45.4% | -32.2% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling