+617.6%
PLTR vs ITW
+35.5%
+582.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +4.7% | +2.3% | +2.4% | +3.0% |
| 30D | -16.4% | +6.7% | -23.1% | -20.4% |
| 3M | -6.2% | -0.5% | -5.6% | -6.0% |
| 6M | +29.2% | +16.4% | +12.8% | +14.1% |
| YTD | -5.5% | +19.0% | -24.4% | -20.7% |
| 1Y | -2.4% | +20.2% | -22.6% | -19.4% |
| 3Y | +752.3% | +33.1% | +719.2% | +511.0% |
| All | +617.6% | +35.5% | +582.1% | +322.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling