+1,692.6%
PLTR vs ALM
+1,627.2%
+65.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.8% | -11.1% | -3.0% |
| 7D | -5.3% | +8.4% | -13.8% | -6.0% |
| 30D | -1.0% | +34.8% | -35.8% | -3.5% |
| 3M | +24.8% | +16.2% | +8.6% | +22.5% |
| 6M | +8.4% | +2.1% | +6.2% | +6.4% |
| YTD | -4.2% | +117.0% | -121.2% | -10.9% |
| 1Y | +9.1% | +313.9% | -304.8% | -3.1% |
| 3Y | +1,025.6% | +2,327.9% | -1,302.4% | +801.9% |
| 5Y | +565.8% | +1,040.6% | -474.9% | +441.6% |
| All | +1,692.6% | +1,627.2% | +65.4% | +1,412.3% |
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