+547.4%
PLTR vs BTDR
+20.7%
+526.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.4% |
| 7D | -4.1% | -3.4% | -0.7% | -3.7% |
| 30D | -2.2% | +32.6% | -34.8% | -5.6% |
| 3M | +27.6% | -32.2% | +59.8% | +31.2% |
| 6M | +10.3% | +52.4% | -42.0% | +1.8% |
| YTD | -5.9% | +6.7% | -12.6% | -10.2% |
| 1Y | +1.7% | -15.2% | +17.0% | -2.7% |
| 3Y | +959.1% | +14.9% | +944.2% | +802.2% |
| All | +547.4% | +20.7% | +526.7% | +404.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling