+1,735.1%
PLTR vs AMCR
+10.0%
+1,725.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -6.4% | -1.9% | -4.6% | -5.9% |
| 30D | +10.0% | -4.1% | +14.1% | +11.4% |
| 3M | +23.0% | +21.7% | +1.4% | +15.6% |
| 6M | +13.8% | +1.5% | +12.3% | +12.9% |
| YTD | -1.9% | +13.1% | -15.0% | -7.4% |
| 1Y | +11.6% | +16.5% | -4.9% | +3.7% |
| 3Y | +1,048.4% | +10.3% | +1,038.2% | +967.5% |
| 5Y | +554.4% | -7.7% | +562.1% | +558.1% |
| All | +1,735.1% | +10.0% | +1,725.1% | +1,720.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling