+1,681.1%
PLTR vs ALC
+35.1%
+1,645.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | -5.1% | +2.1% | -7.2% | -6.7% |
| 30D | -19.1% | +17.2% | -36.3% | -27.9% |
| 3M | -1.6% | +4.6% | -6.3% | -5.5% |
| 6M | +22.8% | +20.1% | +2.7% | +6.3% |
| YTD | -4.8% | -4.2% | -0.6% | -5.3% |
| 1Y | -4.9% | +2.1% | -7.0% | -10.3% |
| 3Y | +826.1% | +4.5% | +821.6% | +694.9% |
| 5Y | +597.7% | -12.3% | +610.1% | +598.1% |
| All | +1,681.1% | +35.1% | +1,645.9% | +1,423.6% |
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