+1,692.6%
PLTR vs ALC
+24.3%
+1,668.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -1.0% |
| 7D | -5.3% | -3.7% | -1.7% | -2.9% |
| 30D | -1.0% | -3.7% | +2.8% | +1.5% |
| 3M | +24.8% | +4.6% | +20.2% | +20.1% |
| 6M | +8.4% | -14.6% | +23.0% | +18.9% |
| YTD | -4.2% | -11.9% | +7.7% | +1.7% |
| 1Y | +9.1% | -13.1% | +22.2% | +15.8% |
| 3Y | +1,025.6% | -15.0% | +1,040.6% | +1,060.2% |
| 5Y | +565.8% | -16.2% | +581.9% | +595.1% |
| All | +1,692.6% | +24.3% | +1,668.3% | +1,537.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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