+1,025.6%
PLTR vs JPM
+163.4%
+862.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.1% |
| 7D | -5.3% | -0.4% | -4.9% | -4.9% |
| 30D | -1.0% | -1.1% | +0.1% | -0.1% |
| 3M | +24.8% | +14.1% | +10.6% | +10.7% |
| 6M | +8.4% | +23.3% | -14.9% | -11.5% |
| YTD | -4.2% | +11.3% | -15.5% | -14.1% |
| 1Y | +9.1% | +23.0% | -13.9% | -12.4% |
| 3Y | +1,025.6% | +162.6% | +863.0% | +257.7% |
| All | +1,025.6% | +163.4% | +862.2% | +257.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling