+765.0%
PLTR vs IWM
+62.2%
+702.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.2% |
| 7D | -12.9% | -2.0% | -10.9% | -10.4% |
| 30D | -17.4% | -1.5% | -15.9% | -15.5% |
| 3M | +2.9% | -8.0% | +10.9% | +14.2% |
| 6M | +19.9% | -4.1% | +24.0% | +26.2% |
| YTD | -9.8% | +11.9% | -21.7% | -22.5% |
| 1Y | -8.4% | +15.0% | -23.4% | -23.7% |
| 3Y | +765.0% | +64.2% | +700.8% | +401.6% |
| All | +765.0% | +62.2% | +702.9% | +401.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling