+1,660.3%
PLTR vs ITW
+57.6%
+1,602.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | -4.1% | -0.7% | -3.3% | -3.6% |
| 30D | -2.2% | -8.3% | +6.1% | +3.2% |
| 3M | +27.6% | +6.0% | +21.6% | +22.7% |
| 6M | +10.3% | 0.0% | +10.3% | +9.1% |
| YTD | -5.9% | +10.2% | -16.1% | -14.2% |
| 1Y | +1.7% | +3.2% | -1.5% | -3.2% |
| 3Y | +959.1% | +21.0% | +938.1% | +782.0% |
| 5Y | +536.3% | +37.9% | +498.4% | +375.5% |
| All | +1,660.3% | +57.6% | +1,602.7% | +1,234.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling