+1,706.1%
PLTR vs AXP
+249.8%
+1,456.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.5% |
| 7D | +10.7% | -2.1% | +12.8% | +12.2% |
| 30D | -17.8% | +2.7% | -20.4% | -19.1% |
| 3M | +0.3% | -7.3% | +7.6% | +4.9% |
| 6M | +26.2% | +1.8% | +24.4% | +24.2% |
| YTD | -3.5% | -13.1% | +9.6% | +3.8% |
| 1Y | -6.8% | -13.7% | +6.9% | +0.7% |
| 3Y | +772.3% | +113.1% | +659.2% | +455.5% |
| 5Y | +651.6% | +85.9% | +565.6% | +395.5% |
| All | +1,706.1% | +249.8% | +1,456.3% | +1,060.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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