+1,668.3%
PLTR vs MOD
+2,023.0%
-354.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +27.9% | -30.0% | -9.1% |
| 7D | +4.7% | +40.4% | -35.7% | -5.2% |
| 30D | -16.4% | -14.0% | -2.4% | -14.7% |
| 3M | -6.2% | -33.3% | +27.2% | +1.5% |
| 6M | +29.2% | -51.4% | +80.6% | +48.1% |
| YTD | -5.5% | +1.6% | -7.1% | -16.3% |
| 1Y | -2.4% | +5.4% | -7.8% | -15.2% |
| 3Y | +752.3% | +191.0% | +561.3% | +406.9% |
| 5Y | +635.8% | +1,093.1% | -457.3% | +175.0% |
| All | +1,668.3% | +2,023.0% | -354.7% | +424.2% |
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