+592.8%
PLTR vs APP
+458.9%
+133.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.9% | -6.4% | -0.1% |
| 7D | -12.9% | +71.2% | -84.1% | -31.6% |
| 30D | -17.4% | +39.1% | -56.5% | -29.8% |
| 3M | +2.9% | +16.5% | -13.7% | -7.1% |
| 6M | +19.9% | -16.6% | +36.4% | +20.2% |
| YTD | -9.8% | -41.9% | +32.2% | +0.9% |
| 1Y | -8.4% | -37.0% | +28.7% | -1.0% |
| 3Y | +765.0% | +892.4% | -127.4% | +156.8% |
| 5Y | +516.8% | +297.3% | +219.5% | +126.3% |
| All | +592.8% | +458.9% | +133.9% | +108.8% |
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