+1,692.6%
PLTR vs IWM
+110.6%
+1,582.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.7% |
| 7D | -5.3% | +1.4% | -6.8% | -7.3% |
| 30D | -1.0% | -2.3% | +1.3% | +2.2% |
| 3M | +24.8% | +4.0% | +20.8% | +17.9% |
| 6M | +8.4% | +17.9% | -9.6% | -15.9% |
| YTD | -4.2% | +20.2% | -24.4% | -27.8% |
| 1Y | +9.1% | +25.0% | -15.9% | -22.5% |
| 3Y | +1,025.6% | +66.0% | +959.6% | +421.5% |
| 5Y | +565.8% | +40.0% | +525.7% | +319.4% |
| All | +1,692.6% | +110.6% | +1,582.1% | +843.0% |
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