+1,714.7%
PLTR vs MOD
+1,569.3%
+145.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.2% |
| 7D | +0.4% | +8.2% | -7.8% | -1.6% |
| 30D | -17.5% | -38.2% | +20.7% | -7.3% |
| 3M | -1.5% | -46.2% | +44.8% | +13.9% |
| 6M | +25.9% | -62.5% | +88.5% | +56.2% |
| YTD | -3.0% | -20.1% | +17.1% | -7.6% |
| 1Y | -9.7% | -29.7% | +20.0% | -11.1% |
| 3Y | +776.5% | +136.2% | +640.3% | +455.6% |
| 5Y | +649.9% | +820.4% | -170.5% | +202.7% |
| All | +1,714.7% | +1,569.3% | +145.4% | +478.8% |
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