+600.0%
PLTR vs GEV
+615.2%
-15.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -1.0% |
| 7D | +10.7% | +6.2% | +4.5% | +8.0% |
| 30D | -17.8% | -18.4% | +0.7% | -11.3% |
| 3M | +0.3% | -21.2% | +21.6% | +9.0% |
| 6M | +26.2% | -23.6% | +49.7% | +35.7% |
| YTD | -3.5% | +25.5% | -29.0% | -20.8% |
| 1Y | -6.8% | +42.6% | -49.4% | -29.3% |
| All | +600.0% | +615.2% | -15.1% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 3y: compounded portfolio wealth divided by compounded GEV 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…
3y analysis · Full analysis span regression · 6 months rolling