+1,714.7%
PLTR vs ALLY
+89.8%
+1,624.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.3% |
| 7D | +0.4% | -2.8% | +3.2% | +2.0% |
| 30D | -17.5% | +1.9% | -19.4% | -18.4% |
| 3M | -1.5% | -12.1% | +10.7% | +5.3% |
| 6M | +25.9% | -9.0% | +34.9% | +31.7% |
| YTD | -3.0% | -12.9% | +9.9% | +2.8% |
| 1Y | -9.7% | -0.1% | -9.6% | -11.4% |
| 3Y | +776.5% | +64.6% | +711.9% | +533.3% |
| 5Y | +649.9% | -10.1% | +660.0% | +585.4% |
| All | +1,714.7% | +89.8% | +1,624.9% | +1,685.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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