+1,692.6%
PLTR vs EXPE
+201.6%
+1,491.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.9% | +5.6% | +0.8% |
| 7D | -5.3% | -9.8% | +4.4% | -1.6% |
| 30D | -1.0% | -11.5% | +10.5% | +3.3% |
| 3M | +24.8% | +21.7% | +3.1% | +14.4% |
| 6M | +8.4% | +10.4% | -2.0% | +2.7% |
| YTD | -4.2% | -2.5% | -1.7% | -6.5% |
| 1Y | +9.1% | +27.3% | -18.2% | -6.7% |
| 3Y | +1,025.6% | +153.5% | +872.1% | +576.4% |
| 5Y | +565.8% | +91.1% | +474.7% | +341.1% |
| All | +1,692.6% | +201.6% | +1,491.1% | +1,085.9% |
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