+1,692.6%
PLTR vs EXC
+114.0%
+1,578.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -5.3% | +1.2% | -6.6% | -5.4% |
| 30D | -1.0% | -2.7% | +1.7% | -0.8% |
| 3M | +24.8% | -1.0% | +25.8% | +24.8% |
| 6M | +8.4% | -9.3% | +17.6% | +9.1% |
| YTD | -4.2% | +3.6% | -7.8% | -4.8% |
| 1Y | +9.1% | +5.9% | +3.2% | +8.0% |
| 3Y | +1,025.6% | +21.3% | +1,004.3% | +972.9% |
| 5Y | +565.8% | +46.2% | +519.6% | +562.1% |
| All | +1,692.6% | +114.0% | +1,578.7% | +1,935.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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