+1,025.6%
PLTR vs COST
+72.5%
+953.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | -5.3% | -3.2% | -2.2% | -3.5% |
| 30D | -1.0% | -4.0% | +3.0% | +1.3% |
| 3M | +24.8% | -6.5% | +31.3% | +29.5% |
| 6M | +8.4% | -8.5% | +16.9% | +12.7% |
| YTD | -4.2% | +6.0% | -10.2% | -12.1% |
| 1Y | +9.1% | -5.8% | +14.9% | +9.9% |
| 3Y | +1,025.6% | +71.8% | +953.8% | +573.3% |
| All | +1,025.6% | +72.5% | +953.1% | +573.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling