-10.0%
PLTR vs JPM
+17.0%
-27.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -3.2% |
| 7D | -12.8% | +3.8% | -16.5% | -13.6% |
| 30D | -9.3% | +6.5% | -15.8% | -11.0% |
| 3M | +5.6% | -1.0% | +6.6% | +6.1% |
| 6M | +17.6% | +15.5% | +2.0% | +12.2% |
| YTD | -3.4% | +11.4% | -14.8% | -6.9% |
| 1Y | -10.0% | +16.1% | -26.0% | -16.5% |
| All | -10.0% | +17.0% | -27.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling