+1,588.2%
PLTR vs AVAV
+81.6%
+1,506.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.5% | -7.0% | -0.1% |
| 7D | -12.9% | -10.6% | -2.3% | -9.6% |
| 30D | -17.4% | -18.8% | +1.4% | -11.6% |
| 3M | +2.9% | -34.1% | +37.0% | +17.5% |
| 6M | +19.9% | -35.3% | +55.2% | +34.9% |
| YTD | -9.8% | -53.4% | +43.6% | +9.2% |
| 1Y | -8.4% | -65.6% | +57.3% | +22.9% |
| 3Y | +765.0% | -5.1% | +770.1% | +626.0% |
| 5Y | +516.8% | +18.5% | +498.3% | +334.5% |
| All | +1,588.2% | +81.6% | +1,506.6% | +1,173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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