+1,046.2%
PLTR vs EXPD
+68.7%
+977.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.8% |
| 7D | -6.4% | -1.1% | -5.3% | -6.0% |
| 30D | +10.0% | +4.1% | +6.0% | +8.3% |
| 3M | +23.0% | +17.9% | +5.1% | +16.1% |
| 6M | +13.8% | +29.2% | -15.4% | +3.4% |
| YTD | -1.9% | +27.4% | -29.3% | -11.2% |
| 1Y | +11.6% | +56.8% | -45.2% | -9.0% |
| All | +1,046.2% | +68.7% | +977.4% | +679.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling