+1,735.1%
PLTR vs IWM
+111.5%
+1,623.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.9% |
| 7D | -6.4% | +0.1% | -6.5% | -6.6% |
| 30D | +10.0% | -1.3% | +11.3% | +12.0% |
| 3M | +23.0% | +1.6% | +21.4% | +20.1% |
| 6M | +13.8% | +13.6% | +0.2% | -6.8% |
| YTD | -1.9% | +20.8% | -22.7% | -26.6% |
| 1Y | +11.6% | +26.4% | -14.8% | -22.0% |
| 3Y | +1,048.4% | +60.7% | +987.7% | +459.4% |
| 5Y | +554.4% | +38.2% | +516.2% | +317.4% |
| All | +1,735.1% | +111.5% | +1,623.5% | +859.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling