+1,684.5%
PLTR vs LYB
+33.6%
+1,651.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | 0.0% | -3.1% | +3.1% | +0.9% |
| 30D | -3.3% | +4.0% | -7.3% | -4.6% |
| 3M | +28.4% | +2.4% | +26.0% | +26.7% |
| 6M | +8.4% | -1.4% | +9.8% | +6.3% |
| YTD | -4.6% | +53.9% | -58.6% | -21.2% |
| 1Y | +4.4% | +26.1% | -21.7% | -7.5% |
| 3Y | +1,020.5% | -21.0% | +1,041.5% | +1,065.6% |
| 5Y | +548.8% | -0.7% | +549.5% | +542.6% |
| All | +1,684.5% | +33.6% | +1,651.0% | +1,552.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling