+1,714.7%
PLTR vs EXPD
+127.0%
+1,587.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.7% | +0.5% |
| 7D | +0.4% | -1.6% | +2.0% | +1.5% |
| 30D | -17.5% | +0.6% | -18.1% | -17.7% |
| 3M | -1.5% | +9.8% | -11.3% | -6.7% |
| 6M | +25.9% | +25.8% | +0.2% | +10.6% |
| YTD | -3.0% | +31.3% | -34.3% | -18.9% |
| 1Y | -9.7% | +40.9% | -50.7% | -27.9% |
| 3Y | +776.5% | +74.7% | +701.7% | +474.8% |
| 5Y | +649.9% | +62.9% | +587.0% | +380.2% |
| All | +1,714.7% | +127.0% | +1,587.7% | +878.6% |
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