+1,668.3%
PLTR vs EXPD
+127.3%
+1,541.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.8% |
| 7D | +4.7% | +5.5% | -0.8% | +1.6% |
| 30D | -16.4% | -0.8% | -15.6% | -15.9% |
| 3M | -6.2% | +4.1% | -10.3% | -8.4% |
| 6M | +29.2% | +25.7% | +3.5% | +13.5% |
| YTD | -5.5% | +31.4% | -36.9% | -21.0% |
| 1Y | -2.4% | +42.2% | -44.6% | -22.5% |
| 3Y | +752.3% | +77.2% | +675.1% | +453.0% |
| 5Y | +635.8% | +61.0% | +574.8% | +372.2% |
| All | +1,668.3% | +127.3% | +1,541.0% | +853.0% |
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