+565.8%
PLTR vs JPM
+152.1%
+413.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.2% |
| YTD | -4.2% | +11.3% | -15.5% | -14.3% |
| 1Y | +9.1% | +23.0% | -13.9% | -11.6% |
| 3Y | +1,025.6% | +162.6% | +863.0% | +367.6% |
| 5Y | +565.8% | +152.8% | +413.0% | +160.0% |
| All | +565.8% | +152.1% | +413.6% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling