+1,588.2%
PLTR vs MA
+100.9%
+1,487.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | -12.9% | +2.3% | -15.2% | -14.3% |
| 30D | -17.4% | +14.7% | -32.1% | -25.0% |
| 3M | +2.9% | +13.5% | -10.6% | -6.3% |
| 6M | +19.9% | +33.1% | -13.2% | -2.5% |
| YTD | -9.8% | +15.1% | -24.8% | -19.3% |
| 1Y | -8.4% | +18.7% | -27.1% | -20.1% |
| 3Y | +765.0% | +72.1% | +693.0% | +480.2% |
| 5Y | +516.8% | +92.8% | +424.0% | +296.8% |
| All | +1,588.2% | +100.9% | +1,487.3% | +969.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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