+765.0%
PLTR vs EXEL
+231.1%
+533.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.3% |
| 7D | -12.9% | +0.3% | -13.1% | -12.8% |
| 30D | -17.4% | +19.0% | -36.4% | -19.0% |
| 3M | +2.9% | +33.3% | -30.4% | -0.6% |
| 6M | +19.9% | +42.9% | -23.0% | +14.8% |
| YTD | -9.8% | +58.7% | -68.5% | -15.0% |
| 1Y | -8.4% | +70.5% | -78.9% | -14.4% |
| 3Y | +765.0% | +233.8% | +531.2% | +811.0% |
| All | +765.0% | +231.1% | +533.9% | +811.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling