+531.1%
PLTR vs ITW
+35.1%
+496.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.5% |
| 7D | -9.1% | -2.4% | -6.8% | -7.5% |
| 30D | -5.2% | -9.5% | +4.3% | +2.1% |
| 3M | +27.4% | +6.6% | +20.7% | +20.9% |
| 6M | +9.7% | -1.8% | +11.5% | +9.6% |
| YTD | -6.7% | +9.0% | -15.7% | -16.1% |
| 1Y | -0.5% | +3.6% | -4.1% | -7.1% |
| 3Y | +996.2% | +19.4% | +976.8% | +769.4% |
| 5Y | +531.1% | +36.4% | +494.7% | +298.8% |
| All | +531.1% | +35.1% | +496.0% | +298.8% |
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