+1,684.5%
PLTR vs MAR
+266.3%
+1,418.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.4% |
| 30D | -3.3% | -4.7% | +1.4% | -0.5% |
| 3M | +28.4% | -15.6% | +44.0% | +41.1% |
| 6M | +8.4% | +1.2% | +7.2% | +4.6% |
| YTD | -4.6% | +7.5% | -12.1% | -13.0% |
| 1Y | +4.4% | +26.6% | -22.2% | -16.2% |
| 3Y | +1,020.5% | +66.0% | +954.5% | +654.3% |
| 5Y | +548.8% | +154.1% | +394.7% | +276.4% |
| All | +1,684.5% | +266.3% | +1,418.2% | +876.0% |
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