+1,660.3%
PLTR vs COST
+180.1%
+1,480.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.6% |
| 7D | -4.1% | -1.2% | -2.9% | -3.3% |
| 30D | -2.2% | -4.7% | +2.5% | +1.0% |
| 3M | +27.6% | -7.1% | +34.7% | +33.8% |
| 6M | +10.3% | -8.5% | +18.8% | +15.4% |
| YTD | -5.9% | +5.4% | -11.3% | -12.4% |
| 1Y | +1.7% | -5.6% | +7.4% | +2.7% |
| 3Y | +959.1% | +68.5% | +890.6% | +580.0% |
| 5Y | +536.3% | +105.2% | +431.1% | +273.1% |
| All | +1,660.3% | +180.1% | +1,480.2% | +816.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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