+629.2%
PLTR vs APP
+465.0%
+164.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.1% |
| 7D | -3.8% | +61.1% | -64.8% | -22.4% |
| 30D | -19.2% | +42.8% | -62.0% | -32.0% |
| 3M | -3.7% | +16.7% | -20.3% | -13.1% |
| 6M | +22.5% | -15.6% | +38.1% | +22.6% |
| YTD | -5.0% | -41.3% | +36.3% | +5.8% |
| 1Y | -12.8% | -39.3% | +26.5% | -4.5% |
| 3Y | +758.3% | +803.2% | -44.9% | +165.7% |
| 5Y | +649.6% | +313.2% | +336.5% | +172.1% |
| All | +629.2% | +465.0% | +164.2% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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