+52.3%
MSFT vs PLTR
+744.5%
-692.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.5% |
| 7D | +1.7% | -12.9% | +14.6% | +3.8% |
| 30D | +0.2% | -17.4% | +17.5% | +3.1% |
| 3M | +6.4% | +2.9% | +3.5% | +5.5% |
| 6M | +28.7% | +19.9% | +8.8% | +23.8% |
| YTD | +10.4% | -9.8% | +20.2% | +9.9% |
| 1Y | +7.6% | -8.4% | +16.0% | +6.7% |
| 3Y | +52.3% | +765.0% | -712.7% | +14.0% |
| All | +52.3% | +744.5% | -692.2% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling