+1,692.6%
PLTR vs CAPR
+63.8%
+1,628.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.2% |
| 7D | -5.3% | -9.5% | +4.1% | -5.1% |
| 30D | -1.0% | +121.5% | -122.5% | -4.0% |
| 3M | +24.8% | -65.4% | +90.2% | +26.1% |
| 6M | +8.4% | -67.5% | +75.9% | +9.6% |
| YTD | -4.2% | -68.6% | +64.4% | -3.1% |
| 1Y | +9.1% | +42.7% | -33.6% | -3.9% |
| 3Y | +1,025.6% | +43.4% | +982.2% | +717.2% |
| 5Y | +565.8% | +86.0% | +479.7% | +303.2% |
| All | +1,692.6% | +63.8% | +1,628.8% | +1,025.0% |
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