+752.3%
PLTR vs IBM
+81.8%
+670.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.5% |
| 7D | +4.7% | +1.6% | +3.2% | +4.0% |
| 30D | -16.4% | +9.2% | -25.6% | -19.4% |
| 3M | -6.2% | +4.9% | -11.1% | -8.1% |
| 6M | +29.2% | +16.8% | +12.4% | +14.2% |
| YTD | -5.5% | -14.3% | +8.8% | -3.8% |
| 1Y | -2.4% | -16.7% | +14.3% | +0.9% |
| 3Y | +752.3% | +82.2% | +670.1% | +346.2% |
| All | +752.3% | +81.8% | +670.5% | +346.2% |
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