+765.0%
PLTR vs IBM
+81.7%
+683.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.9% |
| 7D | -12.9% | -5.0% | -7.9% | -10.8% |
| 30D | -17.4% | +11.1% | -28.5% | -20.9% |
| 3M | +2.9% | +5.7% | -2.8% | +0.5% |
| 6M | +19.9% | +10.1% | +9.8% | +9.1% |
| YTD | -9.8% | -15.6% | +5.8% | -7.5% |
| 1Y | -8.4% | -19.5% | +11.2% | -3.5% |
| 3Y | +765.0% | +80.4% | +684.7% | +358.7% |
| All | +765.0% | +81.7% | +683.3% | +358.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling