+644.7%
PLTR vs APP
+478.2%
+166.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.3% |
| 7D | +0.4% | +48.9% | -48.5% | -16.2% |
| 30D | -17.5% | +49.4% | -66.9% | -31.7% |
| 3M | -1.5% | +27.0% | -28.5% | -13.8% |
| 6M | +25.9% | -15.4% | +41.3% | +26.0% |
| YTD | -3.0% | -39.9% | +36.9% | +7.1% |
| 1Y | -9.7% | -32.0% | +22.2% | -5.2% |
| 3Y | +776.5% | +824.3% | -47.9% | +169.1% |
| 5Y | +649.9% | +252.4% | +397.5% | +181.8% |
| All | +644.7% | +478.2% | +166.5% | +121.7% |
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