+1,714.7%
PLTR vs DAR
+53.1%
+1,661.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -2.9% | +0.5% |
| 7D | +0.4% | +3.6% | -3.2% | -0.7% |
| 30D | -17.5% | -11.3% | -6.2% | -14.4% |
| 3M | -1.5% | -13.1% | +11.7% | +2.3% |
| 6M | +25.9% | -15.1% | +41.0% | +31.1% |
| YTD | -3.0% | +50.5% | -53.5% | -17.8% |
| 1Y | -9.7% | +57.9% | -67.6% | -25.0% |
| 3Y | +776.5% | +28.9% | +747.5% | +639.9% |
| 5Y | +649.9% | -31.4% | +681.3% | +694.8% |
| All | +1,714.7% | +53.1% | +1,661.6% | +1,854.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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