+1,588.2%
PLTR vs ALC
+34.8%
+1,553.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.9% |
| 7D | -12.9% | +4.9% | -17.8% | -16.0% |
| 30D | -17.4% | +19.0% | -36.3% | -27.1% |
| 3M | +2.9% | +7.8% | -4.9% | -3.0% |
| 6M | +19.9% | +14.6% | +5.3% | +7.2% |
| YTD | -9.8% | -4.4% | -5.3% | -10.1% |
| 1Y | -8.4% | +1.4% | -9.8% | -13.2% |
| 3Y | +765.0% | +2.5% | +762.5% | +655.3% |
| 5Y | +516.8% | -10.9% | +527.7% | +511.2% |
| All | +1,588.2% | +34.8% | +1,553.4% | +1,346.6% |
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