+116.3%
PLTU vs SARO
-10.6%
+127.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | -0.2% |
| 7D | -8.1% | -3.1% | -5.0% | -4.8% |
| 30D | -7.0% | -12.2% | +5.2% | +6.8% |
| 3M | +40.0% | -7.4% | +47.4% | +47.7% |
| 6M | -6.0% | -15.3% | +9.3% | +5.3% |
| YTD | -37.1% | -16.2% | -20.9% | -29.1% |
| 1Y | -33.1% | -12.1% | -21.0% | -28.5% |
| All | +116.3% | -10.6% | +127.0% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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