+1,681.1%
PLTR vs M
+435.1%
+1,245.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.6% | +3.1% |
| 7D | -5.1% | +2.5% | -7.7% | -5.9% |
| 30D | -19.1% | +10.1% | -29.1% | -21.5% |
| 3M | -1.6% | -0.9% | -0.7% | -1.9% |
| 6M | +22.8% | +30.2% | -7.4% | +12.0% |
| YTD | -4.8% | +16.3% | -21.1% | -11.3% |
| 1Y | -4.9% | +27.0% | -31.9% | -14.0% |
| 3Y | +826.1% | +154.5% | +671.6% | +514.4% |
| 5Y | +597.7% | -1.1% | +598.8% | +496.1% |
| All | +1,681.1% | +435.1% | +1,245.9% | +965.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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