+826.1%
PLTR vs AXP
+118.3%
+707.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.7% |
| 7D | -5.1% | -1.1% | -4.0% | -4.2% |
| 30D | -19.1% | +5.2% | -24.3% | -22.1% |
| 3M | -1.6% | -4.6% | +2.9% | +1.5% |
| 6M | +22.8% | +3.2% | +19.6% | +19.0% |
| YTD | -4.8% | -11.3% | +6.5% | +2.7% |
| 1Y | -4.9% | -11.0% | +6.1% | +2.2% |
| 3Y | +826.1% | +120.2% | +705.9% | +265.6% |
| All | +826.1% | +118.3% | +707.8% | +265.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling