+1,677.1%
PLTR vs EXEL
+188.2%
+1,488.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -3.8% | -2.4% | -1.4% | -3.0% |
| 30D | -19.2% | +17.9% | -37.2% | -22.5% |
| 3M | -3.7% | +33.3% | -36.9% | -10.7% |
| 6M | +22.5% | +46.6% | -24.0% | +10.4% |
| YTD | -5.0% | +61.0% | -66.1% | -17.1% |
| 1Y | -12.8% | +70.4% | -83.2% | -25.1% |
| 3Y | +758.3% | +236.1% | +522.2% | +471.3% |
| 5Y | +649.6% | +284.8% | +364.8% | +379.3% |
| All | +1,677.1% | +188.2% | +1,488.9% | +1,026.0% |
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