+1,735.1%
PLTR vs AXP
+257.6%
+1,477.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -3.8% |
| 7D | -6.4% | -2.1% | -4.3% | -5.2% |
| 30D | +10.0% | -6.5% | +16.6% | +14.6% |
| 3M | +23.0% | +4.6% | +18.4% | +19.2% |
| 6M | +13.8% | +5.4% | +8.4% | +9.7% |
| YTD | -1.9% | -11.1% | +9.2% | +4.3% |
| 1Y | +11.6% | -0.3% | +12.0% | +9.7% |
| 3Y | +1,048.4% | +111.6% | +936.8% | +635.7% |
| 5Y | +554.4% | +117.6% | +436.8% | +329.1% |
| All | +1,735.1% | +257.6% | +1,477.5% | +1,065.3% |
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