+499.6%
PLTR vs EXPD
+55.6%
+444.0%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +4.9% |
| 7D | -12.9% | -7.2% | -5.7% | -8.7% |
| 30D | -17.4% | -3.3% | -14.1% | -15.6% |
| 3M | +2.9% | +3.4% | -0.5% | +0.5% |
| 6M | +19.9% | +22.7% | -2.8% | +5.6% |
| YTD | -9.8% | +24.5% | -34.3% | -23.5% |
| 1Y | -8.4% | +38.6% | -47.0% | -28.0% |
| 3Y | +765.0% | +71.5% | +693.5% | +434.3% |
| All | +499.6% | +55.6% | +444.0% | +243.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling