+1,714.7%
PLTR vs JPM
+321.8%
+1,392.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +0.4% | -2.5% | +2.9% | +2.4% |
| 30D | -17.5% | +2.7% | -20.2% | -19.1% |
| 3M | -1.5% | -4.7% | +3.2% | +1.5% |
| 6M | +25.9% | +15.6% | +10.4% | +12.7% |
| YTD | -3.0% | +8.6% | -11.6% | -10.0% |
| 1Y | -9.7% | +10.9% | -20.6% | -17.6% |
| 3Y | +776.5% | +149.9% | +626.5% | +372.7% |
| 5Y | +649.9% | +131.9% | +518.0% | +283.9% |
| All | +1,714.7% | +321.8% | +1,392.9% | +763.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling