+736.0%
PLTR vs BURL
+89.8%
+646.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.9% | -6.8% | -9.1% |
| 7D | -21.1% | +3.5% | -24.6% | -21.6% |
| 30D | -19.3% | -9.3% | -10.0% | -17.7% |
| 3M | -2.2% | -32.1% | +29.9% | +5.8% |
| 6M | +14.0% | -19.8% | +33.8% | +17.8% |
| YTD | -12.8% | -13.2% | +0.4% | -12.0% |
| 1Y | -17.5% | -7.8% | -9.7% | -18.6% |
| All | +736.0% | +89.8% | +646.2% | +773.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling