+1,681.1%
PLTR vs IR
+143.4%
+1,537.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +2.8% |
| 7D | -5.1% | +5.0% | -10.1% | -7.6% |
| 30D | -19.1% | +10.3% | -29.4% | -23.6% |
| 3M | -1.6% | -0.1% | -1.6% | -1.9% |
| 6M | +22.8% | +14.8% | +8.0% | +11.6% |
| YTD | -4.8% | +9.7% | -14.6% | -14.1% |
| 1Y | -4.9% | +12.2% | -17.1% | -15.7% |
| 3Y | +826.1% | +30.0% | +796.1% | +626.0% |
| 5Y | +597.7% | +46.8% | +550.9% | +366.9% |
| All | +1,681.1% | +143.4% | +1,537.7% | +1,156.9% |
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 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