-12.6%
PLTR vs IBM
-18.2%
+5.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | -5.1% | -2.5% | -2.6% | -4.1% |
| 30D | -19.1% | +8.4% | -27.4% | -21.2% |
| 3M | -1.6% | +4.5% | -6.1% | -3.2% |
| 6M | +22.8% | +7.9% | +14.9% | +14.1% |
| YTD | -4.8% | -15.2% | +10.4% | -9.2% |
| All | -12.6% | -18.2% | +5.5% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling