+1,707.4%
PLTR vs DECK
+144.6%
+1,562.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.0% | -8.1% | -4.4% |
| 7D | -12.8% | +10.4% | -23.1% | -16.2% |
| 30D | -9.3% | +11.1% | -20.4% | -13.3% |
| 3M | +5.6% | -10.8% | +16.3% | +9.8% |
| 6M | +17.6% | -8.7% | +26.3% | +20.1% |
| YTD | -3.4% | -14.0% | +10.6% | -1.7% |
| 1Y | -10.0% | +12.0% | -22.0% | -19.2% |
| 3Y | +808.9% | -10.5% | +819.4% | +670.8% |
| 5Y | +548.7% | +28.5% | +520.2% | +287.0% |
| All | +1,707.4% | +144.6% | +1,562.8% | +809.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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