+928.7%
PLTR vs AS
+123.4%
+805.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | +4.7% | -4.9% | +9.6% | +6.3% |
| 30D | -16.4% | +3.9% | -20.3% | -17.5% |
| 3M | -6.2% | -9.6% | +3.4% | -3.7% |
| 6M | +29.2% | -8.7% | +37.8% | +31.7% |
| YTD | -5.5% | -19.8% | +14.3% | -0.7% |
| 1Y | -2.4% | -1.5% | -0.9% | -4.1% |
| All | +928.7% | +123.4% | +805.3% | +718.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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