+978.5%
PLTR vs BTDR
+10.6%
+968.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.7% | -2.6% |
| 7D | -5.3% | +22.4% | -27.8% | -8.0% |
| 30D | -1.0% | +16.5% | -17.4% | -3.8% |
| 3M | +24.8% | -31.5% | +56.3% | +28.9% |
| 6M | +8.4% | +74.0% | -65.7% | -3.7% |
| YTD | -4.2% | +13.0% | -17.2% | -10.2% |
| 1Y | +9.1% | -0.2% | +9.3% | +0.6% |
| All | +978.5% | +10.6% | +968.0% | +744.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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