+565.8%
PLTR vs NEM
+152.5%
+413.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -5.3% | +3.9% | -9.2% | -6.1% |
| 30D | -1.0% | +12.7% | -13.7% | -3.8% |
| 3M | +24.8% | +28.7% | -3.9% | +17.6% |
| 6M | +8.4% | +9.8% | -1.4% | +4.8% |
| YTD | -4.2% | +28.1% | -32.3% | -10.6% |
| 1Y | +9.1% | +69.3% | -60.3% | -4.8% |
| 3Y | +1,025.6% | +247.7% | +777.9% | +732.5% |
| 5Y | +565.8% | +153.4% | +412.4% | +426.4% |
| All | +565.8% | +152.5% | +413.2% | +426.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling