+1,706.1%
PLTR vs EW
+35.1%
+1,671.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +10.7% | +4.9% | +5.8% | +8.0% |
| 30D | -17.8% | +24.1% | -41.9% | -26.9% |
| 3M | +0.3% | +13.7% | -13.4% | -6.8% |
| 6M | +26.2% | +32.7% | -6.5% | +7.7% |
| YTD | -3.5% | +24.1% | -27.6% | -14.9% |
| 1Y | -6.8% | +23.6% | -30.5% | -17.8% |
| 3Y | +772.3% | +64.8% | +707.5% | +485.1% |
| 5Y | +651.6% | -8.8% | +660.3% | +629.2% |
| All | +1,706.1% | +35.1% | +1,671.0% | +1,523.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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