-9.7%
PLTR vs CAPR
+90.5%
-100.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +26.5% | -24.4% | +2.0% |
| 7D | +0.4% | +25.8% | -25.4% | +0.3% |
| 30D | -17.5% | +50.2% | -67.7% | -17.7% |
| 3M | -1.5% | +185.5% | -186.9% | -2.2% |
| 6M | +25.9% | -64.8% | +90.8% | +26.6% |
| YTD | -3.0% | -61.1% | +58.1% | -2.7% |
| 1Y | -9.7% | +81.0% | -90.7% | -12.3% |
| All | -9.7% | +90.5% | -100.2% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling