+765.0%
PLTR vs EXC
+26.3%
+738.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +3.0% |
| 7D | -12.9% | -1.2% | -11.7% | -13.1% |
| 30D | -17.4% | +10.0% | -27.3% | -15.5% |
| 3M | +2.9% | +1.6% | +1.2% | +3.7% |
| 6M | +19.9% | +3.3% | +16.6% | +21.4% |
| YTD | -9.8% | +7.6% | -17.3% | -7.6% |
| 1Y | -8.4% | +3.5% | -11.8% | -6.6% |
| 3Y | +765.0% | +27.7% | +737.4% | +775.6% |
| All | +765.0% | +26.3% | +738.8% | +775.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling