+1,588.2%
PLTR vs CAPR
+62.7%
+1,525.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +3.3% |
| 7D | -12.9% | +41.1% | -54.0% | -13.8% |
| 30D | -17.4% | +11.1% | -28.5% | -17.7% |
| 3M | +2.9% | +115.3% | -112.5% | -0.4% |
| 6M | +19.9% | -73.8% | +93.7% | +22.0% |
| YTD | -9.8% | -68.8% | +59.0% | -8.9% |
| 1Y | -8.4% | +43.3% | -51.7% | -19.3% |
| 3Y | +765.0% | +214.7% | +550.4% | +458.4% |
| 5Y | +516.8% | +141.3% | +375.6% | +253.0% |
| All | +1,588.2% | +62.7% | +1,525.5% | +957.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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