+565.8%
PLTR vs MAR
+155.0%
+410.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -0.6% |
| 7D | -5.3% | -1.7% | -3.6% | -4.1% |
| 30D | -1.0% | -6.9% | +5.9% | +4.1% |
| 3M | +24.8% | -15.8% | +40.6% | +40.1% |
| 6M | +8.4% | +1.9% | +6.4% | +2.7% |
| YTD | -4.2% | +6.6% | -10.8% | -14.4% |
| 1Y | +9.1% | +23.7% | -14.6% | -16.1% |
| 3Y | +1,025.6% | +64.6% | +961.0% | +565.0% |
| 5Y | +565.8% | +156.4% | +409.4% | +185.5% |
| All | +565.8% | +155.0% | +410.8% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling