+1,677.1%
PLTR vs IR
+140.5%
+1,536.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.4% |
| 7D | -3.8% | +1.5% | -5.3% | -4.4% |
| 30D | -19.2% | +9.0% | -28.3% | -23.2% |
| 3M | -3.7% | -0.9% | -2.8% | -3.5% |
| 6M | +22.5% | +13.4% | +9.1% | +12.1% |
| YTD | -5.0% | +8.5% | -13.5% | -13.7% |
| 1Y | -12.8% | +11.3% | -24.1% | -22.3% |
| 3Y | +758.3% | +26.0% | +732.3% | +585.6% |
| 5Y | +649.6% | +47.9% | +601.8% | +404.8% |
| All | +1,677.1% | +140.5% | +1,536.6% | +1,162.5% |
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