+1,681.1%
PLTR vs EXC
+122.2%
+1,558.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | -5.1% | -1.7% | -3.4% | -5.1% |
| 30D | -19.1% | +9.3% | -28.4% | -19.4% |
| 3M | -1.6% | +1.0% | -2.7% | -1.6% |
| 6M | +22.8% | +5.9% | +16.8% | +22.3% |
| YTD | -4.8% | +7.6% | -12.4% | -5.5% |
| 1Y | -4.9% | +2.4% | -7.3% | -5.1% |
| 3Y | +826.1% | +30.2% | +795.9% | +773.8% |
| 5Y | +597.7% | +41.4% | +556.4% | +583.9% |
| All | +1,681.1% | +122.2% | +1,558.8% | +1,919.5% |
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