+552.9%
PLTR vs APP
+313.3%
+239.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -5.4% |
| 7D | -6.4% | +0.9% | -7.3% | -6.9% |
| 30D | +10.0% | -23.3% | +33.3% | +20.7% |
| 3M | +23.0% | -42.6% | +65.7% | +50.3% |
| 6M | +13.8% | -33.6% | +47.4% | +29.6% |
| YTD | -1.9% | -52.4% | +50.5% | +24.0% |
| 1Y | +11.6% | -35.9% | +47.5% | +22.7% |
| 3Y | +1,048.4% | +642.2% | +406.2% | +276.4% |
| All | +552.9% | +313.3% | +239.7% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling