+552.9%
PLTR vs EXPE
+111.8%
+441.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.7% |
| 7D | -6.4% | -9.5% | +3.1% | -2.1% |
| 30D | +10.0% | -6.6% | +16.7% | +12.9% |
| 3M | +23.0% | +31.4% | -8.4% | +7.5% |
| 6M | +13.8% | +35.2% | -21.4% | -3.3% |
| YTD | -1.9% | +5.8% | -7.7% | -8.2% |
| 1Y | +11.6% | +38.7% | -27.0% | -10.9% |
| 3Y | +1,048.4% | +175.8% | +872.6% | +483.5% |
| All | +552.9% | +111.8% | +441.1% | +265.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling