+617.6%
PLTR vs ALM
+410.2%
+207.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.7% | -9.8% | -2.8% |
| 7D | +4.7% | +1.2% | +3.5% | +4.5% |
| 30D | -16.4% | -19.3% | +2.9% | -14.9% |
| 3M | -6.2% | -40.6% | +34.5% | -2.4% |
| 6M | +29.2% | -57.9% | +87.1% | +37.1% |
| YTD | -5.5% | -6.7% | +1.2% | -7.1% |
| 1Y | -2.4% | +20.2% | -22.6% | -6.1% |
| 3Y | +752.3% | +879.4% | -127.1% | +604.6% |
| All | +617.6% | +410.2% | +207.4% | +483.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling