+552.9%
PLTR vs IR
+45.6%
+507.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -5.4% |
| 7D | -6.4% | -2.8% | -3.6% | -4.6% |
| 30D | +10.0% | -15.1% | +25.2% | +22.9% |
| 3M | +23.0% | +6.1% | +17.0% | +15.8% |
| 6M | +13.8% | -16.8% | +30.6% | +25.7% |
| YTD | -1.9% | -3.5% | +1.6% | -5.5% |
| 1Y | +11.6% | -3.5% | +15.1% | +6.2% |
| 3Y | +1,048.4% | +9.5% | +1,038.9% | +816.0% |
| All | +552.9% | +45.6% | +507.3% | +272.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling