+765.0%
PLTR vs ALM
+825.4%
-60.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.3% | +3.2% |
| 7D | -12.9% | -6.7% | -6.2% | -12.2% |
| 30D | -17.4% | -32.9% | +15.5% | -13.8% |
| 3M | +2.9% | -39.5% | +42.4% | +7.6% |
| 6M | +19.9% | -62.0% | +81.9% | +30.3% |
| YTD | -9.8% | -7.8% | -1.9% | -11.8% |
| 1Y | -8.4% | +26.7% | -35.1% | -13.4% |
| 3Y | +765.0% | +825.4% | -60.3% | +613.6% |
| All | +765.0% | +825.4% | -60.3% | +613.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling