+805.4%
PLTR vs AUR
-35.7%
+841.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | -2.2% | -6.4% | +4.2% | -1.1% |
| 3M | +27.6% | +7.7% | +19.9% | +24.2% |
| 6M | +10.3% | +44.5% | -34.2% | -1.8% |
| YTD | -5.9% | +67.4% | -73.4% | -19.8% |
| 1Y | +1.7% | +15.4% | -13.7% | -5.3% |
| 3Y | +959.1% | +94.8% | +864.2% | +604.3% |
| 5Y | +536.3% | -35.1% | +571.5% | +367.5% |
| All | +805.4% | -35.7% | +841.1% | +551.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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