-10.0%
PLTR vs ITW
+24.0%
-34.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -1.8% |
| 7D | -12.8% | +6.3% | -19.1% | -12.1% |
| 30D | -9.3% | +11.1% | -20.4% | -8.3% |
| 3M | +5.6% | +0.1% | +5.5% | +5.2% |
| 6M | +17.6% | +18.1% | -0.5% | +24.0% |
| YTD | -3.4% | +21.4% | -24.8% | +0.6% |
| 1Y | -10.0% | +22.9% | -32.9% | -7.0% |
| All | -10.0% | +24.0% | -34.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling