+1,588.2%
PLTR vs MOD
+1,411.9%
+176.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +2.0% |
| 7D | -12.9% | -25.5% | +12.7% | -6.5% |
| 30D | -17.4% | -49.0% | +31.6% | -2.4% |
| 3M | +2.9% | -49.8% | +52.7% | +21.1% |
| 6M | +19.9% | -64.8% | +84.6% | +50.9% |
| YTD | -9.8% | -27.6% | +17.9% | -11.7% |
| 1Y | -8.4% | -35.2% | +26.8% | -7.9% |
| 3Y | +765.0% | +137.1% | +627.9% | +446.8% |
| 5Y | +516.8% | +760.3% | -243.4% | +154.0% |
| All | +1,588.2% | +1,411.9% | +176.3% | +452.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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