+1,735.1%
PLTR vs CAPR
+70.0%
+1,665.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | +23.0% | -66.4% | +89.4% | +24.5% |
| 6M | +13.8% | -63.1% | +76.9% | +14.7% |
| YTD | -1.9% | -67.4% | +65.5% | -0.9% |
| 1Y | +11.6% | +58.2% | -46.6% | -2.7% |
| 3Y | +1,048.4% | +42.2% | +1,006.2% | +739.4% |
| 5Y | +554.4% | +87.3% | +467.1% | +298.3% |
| All | +1,735.1% | +70.0% | +1,665.1% | +1,050.4% |
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 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