+474.2%
NVDA vs PLTR
+648.3%
-174.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.7% | +2.1% |
| 7D | -13.2% | +0.4% | -13.6% | -13.3% |
| 30D | -23.2% | -17.5% | -5.7% | -17.8% |
| 3M | -20.0% | -1.5% | -18.6% | -20.3% |
| 6M | -20.6% | +25.9% | -46.6% | -30.1% |
| YTD | -6.6% | -3.0% | -3.6% | -10.8% |
| 1Y | -9.8% | -9.7% | -0.1% | -11.6% |
| 3Y | +260.5% | +776.5% | -516.0% | +22.4% |
| 5Y | +474.2% | +649.9% | -175.7% | +101.2% |
| All | +474.2% | +648.3% | -174.1% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling