+765.0%
PLTR vs COMP
+353.8%
+411.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.7% | -7.3% | +1.7% |
| 7D | -12.9% | +13.4% | -26.3% | -14.8% |
| 30D | -17.4% | +11.1% | -28.5% | -19.0% |
| 3M | +2.9% | -18.8% | +21.7% | +6.0% |
| 6M | +19.9% | +10.5% | +9.4% | +16.6% |
| YTD | -9.8% | -3.4% | -6.4% | -11.1% |
| 1Y | -8.4% | +19.7% | -28.1% | -13.1% |
| 3Y | +765.0% | +381.6% | +383.4% | +526.2% |
| All | +765.0% | +353.8% | +411.3% | +526.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling