+653.0%
PLTR vs APP
+357.9%
+295.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.4% |
| 3M | +23.0% | -42.6% | +65.7% | +49.6% |
| 6M | +13.8% | -33.6% | +47.4% | +29.2% |
| YTD | -1.9% | -52.4% | +50.5% | +23.3% |
| 1Y | +11.6% | -35.9% | +47.5% | +22.6% |
| 3Y | +1,048.4% | +642.2% | +406.2% | +299.0% |
| 5Y | +554.4% | +311.1% | +243.3% | +154.9% |
| All | +653.0% | +357.9% | +295.1% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling