+1,668.3%
PLTR vs EXPE
+183.4%
+1,485.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | +4.7% | -0.5% | +5.2% | +4.9% |
| 30D | -16.4% | -6.1% | -10.3% | -15.3% |
| 3M | -6.2% | -21.3% | +15.2% | +1.1% |
| 6M | +29.2% | +19.0% | +10.2% | +17.6% |
| YTD | -5.5% | -8.4% | +2.9% | -7.0% |
| 1Y | -2.4% | -2.8% | +0.4% | -6.6% |
| 3Y | +752.3% | +120.8% | +631.6% | +436.8% |
| 5Y | +635.8% | +46.2% | +589.6% | +396.5% |
| All | +1,668.3% | +183.4% | +1,485.0% | +1,080.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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