+617.6%
PLTR vs GLW
+228.2%
+389.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -0.5% |
| 7D | +4.7% | +7.7% | -3.0% | +1.8% |
| 30D | -16.4% | -18.8% | +2.4% | -10.2% |
| 3M | -6.2% | -27.7% | +21.6% | +2.8% |
| 6M | +29.2% | -44.4% | +73.6% | +45.4% |
| YTD | -5.5% | +31.3% | -36.8% | -45.6% |
| 1Y | -2.4% | +40.0% | -42.5% | -47.0% |
| 3Y | +752.3% | +339.2% | +413.1% | +76.1% |
| All | +617.6% | +228.2% | +389.4% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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