+1,684.5%
PLTR vs JPM
+333.6%
+1,351.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | 0.0% | -0.4% | +0.5% | +0.4% |
| 30D | -3.3% | -1.4% | -1.8% | -2.3% |
| 3M | +28.4% | +13.9% | +14.4% | +16.7% |
| 6M | +8.4% | +23.5% | -15.2% | -7.8% |
| YTD | -4.6% | +11.6% | -16.3% | -12.9% |
| 1Y | +4.4% | +21.4% | -17.0% | -10.7% |
| 3Y | +1,020.5% | +163.4% | +857.0% | +487.1% |
| 5Y | +548.8% | +152.5% | +396.3% | +225.4% |
| All | +1,684.5% | +333.6% | +1,351.0% | +735.4% |
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