+374.9%
PLTR vs EXE
+187.5%
+187.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | 0.0% | -2.7% | +2.8% | +0.9% |
| 30D | -3.3% | -0.4% | -2.9% | -3.1% |
| 3M | +28.4% | +9.5% | +18.9% | +24.3% |
| 6M | +8.4% | -9.3% | +17.7% | +11.1% |
| YTD | -4.6% | -10.9% | +6.3% | -2.3% |
| 1Y | +4.4% | +4.3% | +0.1% | +0.9% |
| 3Y | +1,020.5% | +18.8% | +1,001.7% | +939.1% |
| 5Y | +548.8% | +101.4% | +447.4% | +428.3% |
| All | +374.9% | +187.5% | +187.3% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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