+1,714.7%
PLTR vs M
+433.0%
+1,281.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | +0.4% | -3.3% | +3.7% | +1.4% |
| 30D | -17.5% | +8.1% | -25.6% | -19.6% |
| 3M | -1.5% | +2.2% | -3.7% | -2.6% |
| 6M | +25.9% | +35.1% | -9.2% | +13.7% |
| YTD | -3.0% | +15.8% | -18.8% | -9.5% |
| 1Y | -9.7% | +25.8% | -35.6% | -18.2% |
| 3Y | +776.5% | +156.2% | +620.2% | +480.1% |
| 5Y | +649.9% | -2.4% | +652.2% | +542.6% |
| All | +1,714.7% | +433.0% | +1,281.8% | +986.8% |
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