+826.1%
PLTR vs APP
+809.0%
+17.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.8% | +0.7% | +4.0% |
| 7D | -5.1% | +79.2% | -84.3% | -23.8% |
| 30D | -19.1% | +48.0% | -67.1% | -30.6% |
| 3M | -1.6% | +18.2% | -19.9% | -9.6% |
| 6M | +22.8% | -12.5% | +35.3% | +23.0% |
| YTD | -4.8% | -39.2% | +34.3% | +4.8% |
| 1Y | -4.9% | -33.9% | +29.0% | +1.6% |
| 3Y | +826.1% | +933.3% | -107.2% | +262.3% |
| All | +826.1% | +809.0% | +17.1% | +262.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling