+765.0%
PLTR vs M
+100.8%
+664.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.3% |
| 7D | -12.9% | -4.3% | -8.6% | -12.2% |
| 30D | -17.4% | +1.3% | -18.7% | -17.7% |
| 3M | +2.9% | -7.4% | +10.2% | +4.1% |
| 6M | +19.9% | +18.3% | +1.5% | +15.2% |
| YTD | -9.8% | +7.6% | -17.3% | -12.3% |
| 1Y | -8.4% | +17.4% | -25.8% | -12.8% |
| 3Y | +765.0% | +108.4% | +656.7% | +597.5% |
| All | +765.0% | +100.8% | +664.2% | +597.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling