+617.6%
PLTR vs EXC
+41.3%
+576.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.2% |
| 7D | +4.7% | +1.4% | +3.4% | +4.6% |
| 30D | -16.4% | +8.6% | -25.0% | -17.1% |
| 3M | -6.2% | +2.4% | -8.5% | -6.3% |
| 6M | +29.2% | +6.5% | +22.7% | +28.0% |
| YTD | -5.5% | +9.0% | -14.5% | -7.0% |
| 1Y | -2.4% | +4.6% | -7.0% | -3.2% |
| 3Y | +752.3% | +33.5% | +718.8% | +667.6% |
| All | +617.6% | +41.3% | +576.3% | +546.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling