+1,692.6%
PLTR vs APD
+16.8%
+1,675.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -5.3% | -2.5% | -2.9% | -4.7% |
| 30D | -1.0% | -1.9% | +0.9% | -0.5% |
| 3M | +24.8% | +8.2% | +16.6% | +22.0% |
| 6M | +8.4% | +10.7% | -2.4% | +4.5% |
| YTD | -4.2% | +22.9% | -27.1% | -11.0% |
| 1Y | +9.1% | +5.8% | +3.3% | +6.2% |
| 3Y | +1,025.6% | +7.8% | +1,017.8% | +972.5% |
| 5Y | +565.8% | +26.1% | +539.6% | +465.0% |
| All | +1,692.6% | +16.8% | +1,675.9% | +1,290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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