+1,677.1%
PLTR vs MAR
+373.2%
+1,303.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.8% |
| 7D | -3.8% | +2.9% | -6.6% | -5.3% |
| 30D | -19.2% | +17.0% | -36.3% | -26.7% |
| 3M | -3.7% | +23.2% | -26.8% | -15.3% |
| 6M | +22.5% | +21.7% | +0.8% | +7.0% |
| YTD | -5.0% | +38.9% | -43.9% | -25.9% |
| 1Y | -12.8% | +48.7% | -61.5% | -35.4% |
| 3Y | +758.3% | +122.9% | +635.4% | +381.4% |
| 5Y | +649.6% | +177.5% | +472.2% | +281.5% |
| All | +1,677.1% | +373.2% | +1,303.9% | +731.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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