+1,046.2%
PLTR vs CAPR
+40.5%
+1,005.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.5% |
| 7D | -6.4% | -2.0% | -4.4% | -6.4% |
| 30D | +10.0% | +139.2% | -129.1% | +8.4% |
| 3M | +23.0% | -66.4% | +89.4% | +23.9% |
| 6M | +13.8% | -63.1% | +76.9% | +14.4% |
| YTD | -1.9% | -67.4% | +65.5% | -1.3% |
| 1Y | +11.6% | +58.2% | -46.6% | +5.2% |
| All | +1,046.2% | +40.5% | +1,005.6% | +917.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling