+1,735.1%
PLTR vs ITW
+58.8%
+1,676.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.1% |
| 7D | -6.4% | -3.6% | -2.9% | -4.2% |
| 30D | +10.0% | -9.1% | +19.2% | +16.8% |
| 3M | +23.0% | +8.2% | +14.8% | +16.7% |
| 6M | +13.8% | -4.8% | +18.6% | +16.4% |
| YTD | -1.9% | +11.0% | -13.0% | -11.0% |
| 1Y | +11.6% | +4.2% | +7.4% | +5.4% |
| 3Y | +1,048.4% | +17.3% | +1,031.2% | +877.9% |
| 5Y | +554.4% | +33.0% | +521.4% | +382.8% |
| All | +1,735.1% | +58.8% | +1,676.3% | +1,285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling