+499.6%
PLTR vs AXP
+91.7%
+407.9%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.5% |
| 7D | -12.9% | +0.6% | -13.5% | -13.4% |
| 30D | -17.4% | +5.8% | -23.2% | -21.2% |
| 3M | +2.9% | -6.0% | +8.9% | +7.6% |
| 6M | +19.9% | +0.3% | +19.6% | +18.5% |
| YTD | -9.8% | -12.3% | +2.5% | -1.7% |
| 1Y | -8.4% | -11.2% | +2.9% | -1.3% |
| 3Y | +765.0% | +117.0% | +648.0% | +314.3% |
| All | +499.6% | +91.7% | +407.9% | +214.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling