+1,531.5%
PLTR vs BURL
+22.6%
+1,508.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.9% | -6.8% | -8.9% |
| 7D | -21.1% | +3.5% | -24.6% | -21.9% |
| 30D | -19.3% | -9.3% | -10.0% | -17.1% |
| 3M | -2.2% | -32.1% | +29.9% | +8.9% |
| 6M | +14.0% | -19.8% | +33.8% | +19.5% |
| YTD | -12.8% | -13.2% | +0.4% | -11.4% |
| 1Y | -17.5% | -7.8% | -9.7% | -18.4% |
| 3Y | +720.5% | +89.3% | +631.2% | +519.6% |
| 5Y | +496.1% | -15.8% | +511.9% | +408.5% |
| All | +1,531.5% | +22.6% | +1,508.9% | +1,384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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