+388.3%
PLTR vs EXE
+191.4%
+196.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.1% |
| 7D | -6.4% | -0.3% | -6.2% | -6.4% |
| 30D | +10.0% | +8.5% | +1.6% | +7.4% |
| 3M | +23.0% | +5.5% | +17.6% | +20.6% |
| 6M | +13.8% | -5.9% | +19.7% | +15.3% |
| YTD | -1.9% | -9.7% | +7.8% | +0.1% |
| 1Y | +11.6% | +3.6% | +8.1% | +8.2% |
| 3Y | +1,048.4% | +18.0% | +1,030.4% | +966.2% |
| 5Y | +554.4% | +109.4% | +445.0% | +427.9% |
| All | +388.3% | +191.4% | +196.9% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling