+1,706.1%
PLTR vs IR
+139.0%
+1,567.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +10.7% | +4.3% | +6.5% | +8.2% |
| 30D | -17.8% | +8.1% | -25.9% | -21.5% |
| 3M | +0.3% | +0.7% | -0.4% | -0.4% |
| 6M | +26.2% | +16.6% | +9.5% | +13.5% |
| YTD | -3.5% | +7.8% | -11.3% | -12.0% |
| 1Y | -6.8% | +9.9% | -16.8% | -16.4% |
| 3Y | +772.3% | +25.2% | +747.1% | +599.2% |
| 5Y | +651.6% | +46.8% | +604.8% | +407.8% |
| All | +1,706.1% | +139.0% | +1,567.1% | +1,187.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling