+1,681.1%
PLTR vs EXR
+87.8%
+1,593.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.3% |
| 7D | -5.1% | +2.7% | -7.8% | -6.1% |
| 30D | -19.1% | +18.9% | -38.0% | -24.8% |
| 3M | -1.6% | +8.4% | -10.0% | -5.1% |
| 6M | +22.8% | +14.3% | +8.5% | +15.4% |
| YTD | -4.8% | +27.2% | -32.1% | -15.4% |
| 1Y | -4.9% | +25.9% | -30.8% | -15.3% |
| 3Y | +826.1% | +54.6% | +771.5% | +616.2% |
| 5Y | +597.7% | -0.6% | +598.3% | +558.1% |
| All | +1,681.1% | +87.8% | +1,593.2% | +1,703.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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