+1,706.1%
PLTR vs CAPR
+85.2%
+1,620.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.3% | -0.2% |
| 7D | +10.7% | +19.1% | -8.4% | +10.0% |
| 30D | -17.8% | +48.8% | -66.6% | -18.9% |
| 3M | +0.3% | +144.4% | -144.1% | -3.3% |
| 6M | +26.2% | -67.5% | +93.7% | +27.4% |
| YTD | -3.5% | -64.5% | +61.0% | -3.0% |
| 1Y | -6.8% | +74.4% | -81.3% | -18.8% |
| 3Y | +772.3% | +265.7% | +506.6% | +458.2% |
| 5Y | +651.6% | +196.0% | +455.6% | +320.7% |
| All | +1,706.1% | +85.2% | +1,620.9% | +1,025.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling