+1,588.2%
PLTR vs M
+395.0%
+1,193.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.8% |
| 7D | -12.9% | -4.3% | -8.6% | -11.9% |
| 30D | -17.4% | +1.3% | -18.7% | -17.9% |
| 3M | +2.9% | -7.4% | +10.2% | +4.6% |
| 6M | +19.9% | +18.3% | +1.5% | +12.4% |
| YTD | -9.8% | +7.6% | -17.3% | -14.0% |
| 1Y | -8.4% | +17.4% | -25.8% | -15.3% |
| 3Y | +765.0% | +108.4% | +656.7% | +512.0% |
| 5Y | +516.8% | -10.6% | +527.5% | +442.5% |
| All | +1,588.2% | +395.0% | +1,193.2% | +933.1% |
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