+1,684.5%
PLTR vs NEM
+144.4%
+1,540.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.7% |
| 7D | 0.0% | +3.1% | -3.0% | -0.5% |
| 30D | -3.3% | +10.0% | -13.2% | -5.2% |
| 3M | +28.4% | +30.9% | -2.5% | +21.3% |
| 6M | +8.4% | +10.5% | -2.2% | +5.0% |
| YTD | -4.6% | +29.7% | -34.4% | -10.5% |
| 1Y | +4.4% | +71.1% | -66.7% | -7.5% |
| 3Y | +1,020.5% | +252.1% | +768.4% | +765.1% |
| 5Y | +548.8% | +157.7% | +391.1% | +415.1% |
| All | +1,684.5% | +144.4% | +1,540.2% | +1,348.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling