+1,645.9%
PLTR vs NEM
+139.5%
+1,506.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.8% |
| 7D | -9.1% | -3.3% | -5.8% | -8.5% |
| 30D | -5.2% | +7.8% | -13.0% | -6.8% |
| 3M | +27.4% | +36.3% | -8.9% | +19.5% |
| 6M | +9.7% | +6.6% | +3.2% | +7.2% |
| YTD | -6.7% | +27.1% | -33.8% | -12.1% |
| 1Y | -0.5% | +62.3% | -62.9% | -10.9% |
| 3Y | +996.2% | +245.1% | +751.2% | +749.9% |
| 5Y | +531.1% | +154.0% | +377.1% | +403.2% |
| All | +1,645.9% | +139.5% | +1,506.4% | +1,322.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NEM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling