+1,588.2%
PLTR vs EXPD
+115.4%
+1,472.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +4.8% |
| 7D | -12.9% | -7.2% | -5.7% | -9.0% |
| 30D | -17.4% | -3.3% | -14.1% | -15.7% |
| 3M | +2.9% | +3.4% | -0.5% | +0.7% |
| 6M | +19.9% | +22.7% | -2.8% | +6.7% |
| YTD | -9.8% | +24.5% | -34.3% | -22.3% |
| 1Y | -8.4% | +38.6% | -47.0% | -26.3% |
| 3Y | +765.0% | +71.5% | +693.5% | +468.7% |
| 5Y | +516.8% | +56.2% | +460.6% | +305.9% |
| All | +1,588.2% | +115.4% | +1,472.8% | +837.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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