+499.6%
PLTR vs IR
+44.3%
+455.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +2.5% |
| 7D | -12.9% | +3.7% | -16.6% | -15.0% |
| 30D | -17.4% | +7.4% | -24.8% | -21.5% |
| 3M | +2.9% | -5.9% | +8.8% | +6.6% |
| 6M | +19.9% | +5.6% | +14.3% | +13.1% |
| YTD | -9.8% | +4.8% | -14.6% | -18.2% |
| 1Y | -8.4% | +6.9% | -15.3% | -18.7% |
| 3Y | +765.0% | +27.6% | +737.5% | +506.5% |
| All | +499.6% | +44.3% | +455.2% | +249.0% |
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