+1,668.3%
PLTR vs BABA
-64.7%
+1,733.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +4.7% | -13.8% | +18.5% | +9.6% |
| 30D | -16.4% | -15.1% | -1.3% | -12.3% |
| 3M | -6.2% | -22.7% | +16.6% | +0.9% |
| 6M | +29.2% | -34.7% | +63.9% | +46.2% |
| YTD | -5.5% | -35.0% | +29.5% | +5.4% |
| 1Y | -2.4% | -40.4% | +38.0% | +12.1% |
| 3Y | +752.3% | +21.9% | +730.4% | +609.1% |
| 5Y | +635.8% | -39.9% | +675.7% | +648.2% |
| All | +1,668.3% | -64.7% | +1,733.0% | +2,120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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