+625.7%
PLTR vs APP
+484.4%
+141.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -3.5% |
| 7D | +4.7% | +4.6% | +0.2% | +3.0% |
| 30D | -16.4% | +56.0% | -72.4% | -32.0% |
| 3M | -6.2% | +30.8% | -37.0% | -18.9% |
| 6M | +29.2% | -9.8% | +39.0% | +26.0% |
| YTD | -5.5% | -39.3% | +33.8% | +3.9% |
| 1Y | -2.4% | -26.4% | +24.0% | -0.7% |
| 3Y | +752.3% | +887.9% | -135.6% | +154.5% |
| 5Y | +635.8% | +264.1% | +371.7% | +174.0% |
| All | +625.7% | +484.4% | +141.2% | +115.0% |
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