+1,046.2%
PLTR vs BURL
+63.9%
+982.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -5.1% |
| 7D | -6.4% | -2.8% | -3.6% | -5.8% |
| 30D | +10.0% | -28.2% | +38.2% | +19.0% |
| 3M | +23.0% | -17.6% | +40.6% | +28.1% |
| 6M | +13.8% | -11.8% | +25.6% | +15.2% |
| YTD | -1.9% | -8.1% | +6.2% | -1.9% |
| 1Y | +11.6% | -12.0% | +23.6% | +12.2% |
| All | +1,046.2% | +63.9% | +982.2% | +923.3% |
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