+552.9%
PLTR vs M
+27.3%
+525.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -5.3% |
| 7D | -6.4% | +4.7% | -11.1% | -7.8% |
| 30D | +10.0% | -9.6% | +19.7% | +13.4% |
| 3M | +23.0% | +0.9% | +22.2% | +21.8% |
| 6M | +13.8% | +22.3% | -8.5% | +5.4% |
| YTD | -1.9% | +6.5% | -8.4% | -6.0% |
| 1Y | +11.6% | +38.8% | -27.1% | -2.6% |
| 3Y | +1,048.4% | +115.9% | +932.5% | +675.1% |
| All | +552.9% | +27.3% | +525.6% | +415.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling