+1,735.1%
PLTR vs MAR
+271.8%
+1,463.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | -6.4% | -4.2% | -2.3% | -4.0% |
| 30D | +10.0% | -6.7% | +16.7% | +14.4% |
| 3M | +23.0% | -12.5% | +35.5% | +32.1% |
| 6M | +13.8% | +0.6% | +13.2% | +10.2% |
| YTD | -1.9% | +9.1% | -11.0% | -11.3% |
| 1Y | +11.6% | +26.2% | -14.6% | -10.0% |
| 3Y | +1,048.4% | +68.2% | +980.3% | +666.5% |
| 5Y | +554.4% | +163.9% | +390.5% | +275.0% |
| All | +1,735.1% | +271.8% | +1,463.3% | +894.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling