+1,677.1%
PLTR vs EXR
+86.4%
+1,590.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.1% |
| 7D | -3.8% | +1.7% | -5.5% | -4.4% |
| 30D | -19.2% | +18.0% | -37.3% | -24.8% |
| 3M | -3.7% | +9.7% | -13.3% | -7.5% |
| 6M | +22.5% | +13.4% | +9.1% | +15.5% |
| YTD | -5.0% | +26.3% | -31.3% | -15.3% |
| 1Y | -12.8% | +27.6% | -40.4% | -22.8% |
| 3Y | +758.3% | +52.2% | +706.1% | +568.5% |
| 5Y | +649.6% | -1.1% | +650.7% | +609.3% |
| All | +1,677.1% | +86.4% | +1,590.6% | +1,705.1% |
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