+25.1%
INTC vs PLTR
+1,588.2%
-1,563.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -4.0% | -3.8% | -0.2% | -3.3% |
| 30D | -44.5% | -19.2% | -25.2% | -42.3% |
| 3M | -40.4% | -3.7% | -36.7% | -39.8% |
| 6M | -53.5% | +22.5% | -76.0% | -55.1% |
| YTD | +57.5% | -5.0% | +62.6% | +56.4% |
| 1Y | +51.2% | -12.8% | +64.0% | +52.1% |
| 3Y | +51.6% | +758.3% | -706.7% | +6.6% |
| 5Y | +23.5% | +649.6% | -626.2% | -21.7% |
| All | +25.1% | +1,588.2% | -1,563.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTR.
Daily Out/Under-Performance
Portfolio return minus PLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTR 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 10y: compounded portfolio wealth divided by compounded PLTR 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…
10y analysis · Full analysis span regression · 6 months rolling