+1,681.1%
PLTR vs CAPR
+78.1%
+1,602.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.4% | -3.9% | +5.2% |
| 7D | -5.1% | +36.0% | -41.2% | -6.0% |
| 30D | -19.1% | +25.8% | -44.9% | -19.7% |
| 3M | -1.6% | +140.8% | -142.5% | -5.0% |
| 6M | +22.8% | -67.6% | +90.4% | +24.1% |
| YTD | -4.8% | -65.9% | +61.1% | -4.2% |
| 1Y | -4.9% | +66.1% | -71.0% | -17.0% |
| 3Y | +826.1% | +256.9% | +569.2% | +492.6% |
| 5Y | +597.7% | +172.1% | +425.6% | +295.5% |
| All | +1,681.1% | +78.1% | +1,602.9% | +1,012.4% |
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