+631.8%
PLTR vs COMP
-53.0%
+684.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +2.0% |
| 7D | -3.8% | +7.2% | -10.9% | -5.9% |
| 30D | -19.2% | +6.4% | -25.6% | -21.2% |
| 3M | -3.7% | -19.4% | +15.8% | +1.5% |
| 6M | +22.5% | +14.6% | +7.9% | +14.6% |
| YTD | -5.0% | -5.5% | +0.5% | -8.8% |
| 1Y | -12.8% | +13.7% | -26.5% | -21.3% |
| 3Y | +758.3% | +409.7% | +348.6% | +295.3% |
| 5Y | +649.6% | -17.0% | +666.7% | +477.5% |
| All | +631.8% | -53.0% | +684.8% | +526.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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