+1,684.5%
PLTR vs IAU
+128.9%
+1,555.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | -3.3% | +0.2% | -3.5% | -3.4% |
| 3M | +28.4% | +3.3% | +25.1% | +27.0% |
| 6M | +8.4% | -14.6% | +22.9% | +12.8% |
| YTD | -4.6% | +1.9% | -6.5% | -5.3% |
| 1Y | +4.4% | +20.9% | -16.5% | -0.8% |
| 3Y | +1,020.5% | +127.5% | +893.0% | +756.8% |
| 5Y | +548.8% | +141.9% | +406.9% | +376.6% |
| All | +1,684.5% | +128.9% | +1,555.6% | +1,182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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