+1,668.3%
PLTR vs DTE
+73.9%
+1,594.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | +4.7% | +3.4% | +1.3% | +4.7% |
| 30D | -16.4% | +8.9% | -25.3% | -16.5% |
| 3M | -6.2% | +1.1% | -7.2% | -6.1% |
| 6M | +29.2% | +0.1% | +29.1% | +29.2% |
| YTD | -5.5% | +11.1% | -16.5% | -6.3% |
| 1Y | -2.4% | +4.9% | -7.4% | -2.8% |
| 3Y | +752.3% | +58.6% | +693.7% | +735.8% |
| 5Y | +635.8% | +47.3% | +588.6% | +646.1% |
| All | +1,668.3% | +73.9% | +1,594.4% | +1,718.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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