+1,588.2%
PLTR vs ALK
+3.6%
+1,584.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | -12.9% | +9.0% | -21.9% | -16.1% |
| 30D | -17.4% | -1.6% | -15.7% | -17.3% |
| 3M | +2.9% | -23.2% | +26.0% | +12.8% |
| 6M | +19.9% | -3.9% | +23.8% | +17.7% |
| YTD | -9.8% | -22.6% | +12.8% | -5.3% |
| 1Y | -8.4% | -5.3% | -3.1% | -12.7% |
| 3Y | +765.0% | +18.6% | +746.5% | +583.5% |
| 5Y | +516.8% | -34.4% | +551.2% | +509.7% |
| All | +1,588.2% | +3.6% | +1,584.6% | +1,668.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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