+1,681.1%
PLTR vs COO
-23.6%
+1,704.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.4% |
| 7D | -5.1% | +4.3% | -9.4% | -7.0% |
| 30D | -19.1% | +17.6% | -36.6% | -25.1% |
| 3M | -1.6% | -13.9% | +12.2% | +4.4% |
| 6M | +22.8% | +6.6% | +16.2% | +16.2% |
| YTD | -4.8% | -22.0% | +17.2% | +5.1% |
| 1Y | -4.9% | -8.8% | +3.9% | -3.7% |
| 3Y | +826.1% | -21.5% | +847.6% | +818.8% |
| 5Y | +597.7% | -41.0% | +638.7% | +678.3% |
| All | +1,681.1% | -23.6% | +1,704.7% | +1,920.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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