+1,681.1%
PLTR vs BABA
-60.6%
+1,741.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.7% | +9.2% | +6.7% |
| 7D | -5.1% | +3.8% | -8.9% | -6.5% |
| 30D | -19.1% | -5.4% | -13.7% | -17.9% |
| 3M | -1.6% | -17.9% | +16.3% | +3.9% |
| 6M | +22.8% | -24.1% | +46.9% | +32.1% |
| YTD | -4.8% | -27.4% | +22.6% | +2.6% |
| 1Y | -4.9% | -36.1% | +31.2% | +7.0% |
| 3Y | +826.1% | +35.4% | +790.8% | +646.2% |
| 5Y | +597.7% | -30.1% | +627.8% | +576.8% |
| All | +1,681.1% | -60.6% | +1,741.6% | +2,061.0% |
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