+760.2%
PLTR vs ICE
+65.5%
+694.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.0% |
| 7D | -5.1% | +1.0% | -6.1% | -5.6% |
| 30D | -19.1% | +11.4% | -30.5% | -24.0% |
| 3M | -1.6% | +16.2% | -17.8% | -9.5% |
| 6M | +22.8% | +12.5% | +10.3% | +14.1% |
| YTD | -4.8% | +8.6% | -13.4% | -11.1% |
| 1Y | -4.9% | +18.4% | -23.3% | -17.0% |
| All | +760.2% | +65.5% | +694.7% | +555.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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