+1,046.2%
PLTR vs IR
+9.5%
+1,036.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -5.2% |
| 7D | -6.4% | -2.8% | -3.6% | -5.0% |
| 30D | +10.0% | -15.1% | +25.2% | +20.0% |
| 3M | +23.0% | +6.1% | +17.0% | +17.3% |
| 6M | +13.8% | -16.8% | +30.6% | +24.1% |
| YTD | -1.9% | -3.5% | +1.6% | -5.2% |
| 1Y | +11.6% | -3.5% | +15.1% | +6.8% |
| All | +1,046.2% | +9.5% | +1,036.7% | +633.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling