+552.9%
PLTR vs IBM
+113.0%
+439.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -6.4% | -0.3% | -6.1% | -6.2% |
| 30D | +10.0% | +0.3% | +9.8% | +10.0% |
| 3M | +23.0% | -21.6% | +44.6% | +34.6% |
| 6M | +13.8% | -4.7% | +18.5% | +11.2% |
| YTD | -1.9% | -19.1% | +17.2% | +3.3% |
| 1Y | +11.6% | -2.5% | +14.2% | +3.8% |
| 3Y | +1,048.4% | +74.2% | +974.3% | +620.1% |
| All | +552.9% | +113.0% | +439.9% | +256.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling