+1,706.1%
PLTR vs ALM
+589.3%
+1,116.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | 0.0% |
| 7D | +10.7% | -4.0% | +14.7% | +11.0% |
| 30D | -17.8% | -30.5% | +12.7% | -15.5% |
| 3M | +0.3% | -46.9% | +47.2% | +4.7% |
| 6M | +26.2% | -65.5% | +91.7% | +34.9% |
| YTD | -3.5% | -13.4% | +9.9% | -4.1% |
| 1Y | -6.8% | +9.8% | -16.6% | -9.0% |
| 3Y | +772.3% | +783.1% | -10.8% | +653.2% |
| 5Y | +651.6% | +378.3% | +273.3% | +553.2% |
| All | +1,706.1% | +589.3% | +1,116.9% | +1,528.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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