+1,735.1%
PLTR vs DOC
+4.2%
+1,730.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.8% |
| 7D | -6.4% | -1.5% | -4.9% | -5.9% |
| 30D | +10.0% | -4.8% | +14.8% | +12.0% |
| 3M | +23.0% | +6.9% | +16.1% | +19.4% |
| 6M | +13.8% | +20.7% | -6.9% | +4.1% |
| YTD | -1.9% | +34.1% | -36.1% | -14.8% |
| 1Y | +11.6% | +22.6% | -11.0% | +0.5% |
| 3Y | +1,048.4% | +20.8% | +1,027.6% | +902.3% |
| 5Y | +554.4% | -24.9% | +579.3% | +554.9% |
| All | +1,735.1% | +4.2% | +1,730.9% | +1,760.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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