+1,692.6%
PLTR vs IR
+110.4%
+1,582.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.4% |
| 7D | -5.3% | +0.6% | -6.0% | -5.7% |
| 30D | -1.0% | -13.6% | +12.6% | +7.6% |
| 3M | +24.8% | +3.7% | +21.1% | +20.5% |
| 6M | +8.4% | -13.1% | +21.4% | +14.6% |
| YTD | -4.2% | -5.1% | +0.9% | -5.7% |
| 1Y | +9.1% | -6.5% | +15.6% | +7.6% |
| 3Y | +1,025.6% | +8.5% | +1,017.1% | +884.7% |
| 5Y | +565.8% | +43.3% | +522.5% | +384.7% |
| All | +1,692.6% | +110.4% | +1,582.2% | +1,278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling