+1,714.7%
PLTR vs EXR
+86.7%
+1,628.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | +0.4% | -1.1% | +1.5% | +0.9% |
| 30D | -17.5% | +18.8% | -36.3% | -23.3% |
| 3M | -1.5% | +9.9% | -11.4% | -5.4% |
| 6M | +25.9% | +12.6% | +13.3% | +19.1% |
| YTD | -3.0% | +26.5% | -29.5% | -13.6% |
| 1Y | -9.7% | +24.5% | -34.2% | -19.1% |
| 3Y | +776.5% | +52.4% | +724.0% | +582.2% |
| 5Y | +649.9% | -1.5% | +651.4% | +608.9% |
| All | +1,714.7% | +86.7% | +1,628.0% | +1,742.2% |
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