+1,684.5%
PLTR vs EXEL
+138.2%
+1,546.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | 0.0% | -0.3% | +0.4% | +0.2% |
| 30D | -3.3% | +10.1% | -13.4% | -5.8% |
| 3M | +28.4% | +10.1% | +18.3% | +24.9% |
| 6M | +8.4% | +37.7% | -29.3% | -1.3% |
| YTD | -4.6% | +33.1% | -37.7% | -12.6% |
| 1Y | +4.4% | +52.4% | -48.0% | -8.4% |
| 3Y | +1,020.5% | +163.8% | +856.7% | +693.6% |
| 5Y | +548.8% | +198.5% | +350.3% | +338.5% |
| All | +1,684.5% | +138.2% | +1,546.3% | +1,087.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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