+1,660.3%
PLTR vs LYB
+31.9%
+1,628.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | -4.1% | +0.3% | -4.3% | -4.2% |
| 30D | -2.2% | +2.5% | -4.7% | -3.2% |
| 3M | +27.6% | +1.4% | +26.2% | +26.3% |
| 6M | +10.3% | -3.5% | +13.8% | +8.9% |
| YTD | -5.9% | +52.0% | -57.9% | -21.9% |
| 1Y | +1.7% | +22.1% | -20.3% | -8.8% |
| 3Y | +959.1% | -22.8% | +981.9% | +1,009.2% |
| 5Y | +536.3% | -3.4% | +539.7% | +533.5% |
| All | +1,660.3% | +31.9% | +1,628.5% | +1,535.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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