+547.4%
PLTR vs GWRE
+15.1%
+532.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -4.1% | -13.2% | +9.2% | +5.3% |
| 30D | -2.2% | -18.6% | +16.4% | +9.7% |
| 3M | +27.6% | +18.9% | +8.7% | +7.6% |
| 6M | +10.3% | -11.0% | +21.3% | +12.0% |
| YTD | -5.9% | -29.9% | +24.0% | +12.9% |
| 1Y | +1.7% | -44.3% | +46.1% | +45.5% |
| 3Y | +959.1% | +51.7% | +907.4% | +398.9% |
| All | +547.4% | +15.1% | +532.4% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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