+1,681.1%
PLTR vs IAU
+115.3%
+1,565.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +4.9% |
| 7D | -5.1% | +4.9% | -10.0% | -6.6% |
| 30D | -19.1% | -1.4% | -17.7% | -18.7% |
| 3M | -1.6% | -4.8% | +3.1% | -0.3% |
| 6M | +22.8% | -12.5% | +35.3% | +27.4% |
| YTD | -4.8% | -4.2% | -0.6% | -3.8% |
| 1Y | -4.9% | +3.1% | -8.0% | -5.6% |
| 3Y | +826.1% | +110.0% | +716.1% | +625.6% |
| 5Y | +597.7% | +123.1% | +474.7% | +422.9% |
| All | +1,681.1% | +115.3% | +1,565.7% | +1,203.9% |
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