+736.0%
PLTR vs COMP
+309.8%
+426.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -8.2% | -1.6% | -8.4% |
| 7D | -21.1% | -1.8% | -19.3% | -20.8% |
| 30D | -19.3% | -0.8% | -18.6% | -19.3% |
| 3M | -2.2% | -28.1% | +26.0% | +2.9% |
| 6M | +14.0% | +27.0% | -13.0% | +7.7% |
| YTD | -12.8% | -12.8% | 0.0% | -12.6% |
| 1Y | -17.5% | +4.9% | -22.4% | -20.0% |
| All | +736.0% | +309.8% | +426.2% | +516.0% |
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