+1,681.1%
PLTR vs ACWI
+117.4%
+1,563.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +0.2% |
| 7D | -5.1% | +0.3% | -5.5% | -5.5% |
| 30D | -19.1% | -2.8% | -16.2% | -13.7% |
| 3M | -1.6% | -3.2% | +1.5% | +5.4% |
| 6M | +22.8% | +1.3% | +21.5% | +20.2% |
| YTD | -4.8% | +11.2% | -16.0% | -24.2% |
| 1Y | -4.9% | +13.8% | -18.7% | -27.3% |
| 3Y | +826.1% | +76.2% | +749.9% | +209.2% |
| 5Y | +597.7% | +59.5% | +538.3% | +197.9% |
| All | +1,681.1% | +117.4% | +1,563.7% | +526.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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