+655.7%
PLTR vs COMP
-47.7%
+703.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | -6.4% | +1.4% | -7.8% | -6.8% |
| 30D | +10.0% | -13.3% | +23.4% | +14.5% |
| 3M | +23.0% | +41.1% | -18.1% | +9.6% |
| 6M | +13.8% | +17.2% | -3.4% | +4.3% |
| YTD | -1.9% | +5.2% | -7.1% | -7.9% |
| 1Y | +11.6% | +18.9% | -7.3% | -0.8% |
| 3Y | +1,048.4% | +215.9% | +832.5% | +537.0% |
| 5Y | +554.4% | -31.2% | +585.6% | +432.7% |
| All | +655.7% | -47.7% | +703.3% | +532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling