+1,677.1%
PLTR vs ACWI
+116.4%
+1,560.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.7% |
| 7D | -3.8% | -0.2% | -3.6% | -3.2% |
| 30D | -19.2% | -3.3% | -16.0% | -13.1% |
| 3M | -3.7% | -3.4% | -0.3% | +3.8% |
| 6M | +22.5% | +0.8% | +21.7% | +21.1% |
| YTD | -5.0% | +10.7% | -15.7% | -23.6% |
| 1Y | -12.8% | +11.6% | -24.4% | -30.7% |
| 3Y | +758.3% | +73.4% | +684.9% | +195.6% |
| 5Y | +649.6% | +60.2% | +589.5% | +219.6% |
| All | +1,677.1% | +116.4% | +1,560.7% | +530.7% |
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