+1,692.6%
PLTR vs EW
+10.7%
+1,681.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -0.4% |
| 7D | -5.3% | -4.4% | -0.9% | -3.1% |
| 30D | -1.0% | -3.3% | +2.3% | +0.7% |
| 3M | +24.8% | +1.0% | +23.8% | +23.9% |
| 6M | +8.4% | +6.2% | +2.1% | +4.5% |
| YTD | -4.2% | +1.7% | -5.9% | -5.7% |
| 1Y | +9.1% | +8.1% | +1.0% | +3.5% |
| 3Y | +1,025.6% | +17.1% | +1,008.5% | +830.9% |
| 5Y | +565.8% | -29.4% | +595.1% | +621.8% |
| All | +1,692.6% | +10.7% | +1,681.9% | +1,700.5% |
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