+1,692.6%
PLTR vs M
+377.4%
+1,315.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.5% |
| 7D | -5.3% | +2.4% | -7.7% | -6.1% |
| 30D | -1.0% | -11.6% | +10.6% | +2.5% |
| 3M | +24.8% | +1.6% | +23.2% | +23.3% |
| 6M | +8.4% | +25.2% | -16.9% | +0.1% |
| YTD | -4.2% | +3.8% | -7.9% | -7.3% |
| 1Y | +9.1% | +36.3% | -27.2% | -3.6% |
| 3Y | +1,025.6% | +116.3% | +909.2% | +688.4% |
| 5Y | +565.8% | +28.2% | +537.6% | +433.8% |
| All | +1,692.6% | +377.4% | +1,315.2% | +1,013.8% |
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