+1,046.2%
PLTR vs DT
+8.9%
+1,037.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.5% |
| 7D | -6.4% | -3.3% | -3.1% | -4.3% |
| 30D | +10.0% | +2.0% | +8.0% | +8.8% |
| 3M | +23.0% | +20.0% | +3.0% | +9.6% |
| 6M | +13.8% | +39.3% | -25.5% | -8.1% |
| YTD | -1.9% | +19.8% | -21.7% | -13.6% |
| 1Y | +11.6% | +4.3% | +7.4% | +7.2% |
| All | +1,046.2% | +8.9% | +1,037.2% | +880.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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