+1,692.6%
PLTR vs IBM
+154.7%
+1,538.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -1.0% | -1.5% | +0.5% | -0.4% |
| 3M | +24.8% | -16.8% | +41.5% | +30.4% |
| 6M | +8.4% | -9.0% | +17.4% | +9.1% |
| YTD | -4.2% | -20.1% | +15.9% | +0.2% |
| 1Y | +9.1% | -7.0% | +16.1% | +7.1% |
| 3Y | +1,025.6% | +72.4% | +953.2% | +822.9% |
| 5Y | +565.8% | +112.0% | +453.8% | +437.7% |
| All | +1,692.6% | +154.7% | +1,538.0% | +1,413.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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