+1,025.6%
PLTR vs NEM
+249.7%
+775.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -5.3% | +3.9% | -9.2% | -6.2% |
| 30D | -1.0% | +12.7% | -13.7% | -4.3% |
| 3M | +24.8% | +28.7% | -3.9% | +16.4% |
| 6M | +8.4% | +9.8% | -1.4% | +4.2% |
| YTD | -4.2% | +28.1% | -32.3% | -11.9% |
| 1Y | +9.1% | +69.3% | -60.3% | -7.8% |
| 3Y | +1,025.6% | +247.7% | +777.9% | +674.8% |
| All | +1,025.6% | +249.7% | +775.8% | +674.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling