+1,735.1%
PLTR vs COST
+183.5%
+1,551.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.4% | -3.8% |
| 7D | -6.4% | -3.1% | -3.3% | -4.2% |
| 30D | +10.0% | -2.8% | +12.8% | +12.1% |
| 3M | +23.0% | -5.7% | +28.7% | +27.6% |
| 6M | +13.8% | -8.8% | +22.6% | +19.4% |
| YTD | -1.9% | +6.7% | -8.6% | -9.5% |
| 1Y | +11.6% | -3.6% | +15.3% | +10.8% |
| 3Y | +1,048.4% | +75.1% | +973.3% | +616.5% |
| 5Y | +554.4% | +108.9% | +445.5% | +280.2% |
| All | +1,735.1% | +183.5% | +1,551.6% | +847.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling