+1,668.3%
PLTR vs IWM
+98.8%
+1,569.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.6% |
| 7D | +4.7% | +1.4% | +3.3% | +2.7% |
| 30D | -16.4% | +2.3% | -18.7% | -18.7% |
| 3M | -6.2% | -8.3% | +2.2% | +6.4% |
| 6M | +29.2% | -1.3% | +30.5% | +31.3% |
| YTD | -5.5% | +13.5% | -19.0% | -22.6% |
| 1Y | -2.4% | +18.4% | -20.8% | -24.9% |
| 3Y | +752.3% | +69.6% | +682.7% | +275.3% |
| 5Y | +635.8% | +23.3% | +612.6% | +442.6% |
| All | +1,668.3% | +98.8% | +1,569.5% | +912.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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