+1,668.3%
PLTR vs ACWI
+117.1%
+1,551.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.5% |
| 7D | +4.7% | +2.4% | +2.3% | -0.2% |
| 30D | -16.4% | -1.7% | -14.7% | -13.0% |
| 3M | -6.2% | -3.9% | -2.2% | +2.2% |
| 6M | +29.2% | +0.8% | +28.4% | +27.8% |
| YTD | -5.5% | +11.0% | -16.5% | -24.4% |
| 1Y | -2.4% | +13.1% | -15.5% | -24.7% |
| 3Y | +752.3% | +73.9% | +678.4% | +191.9% |
| 5Y | +635.8% | +59.0% | +576.8% | +215.4% |
| All | +1,668.3% | +117.1% | +1,551.3% | +523.8% |
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