+1,735.1%
PLTR vs NEM
+143.2%
+1,591.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.1% |
| 7D | -6.4% | +0.3% | -6.7% | -6.4% |
| 30D | +10.0% | +23.1% | -13.0% | +5.4% |
| 3M | +23.0% | +18.5% | +4.5% | +18.5% |
| 6M | +13.8% | +7.8% | +6.0% | +10.8% |
| YTD | -1.9% | +29.1% | -31.0% | -7.9% |
| 1Y | +11.6% | +72.7% | -61.0% | -1.2% |
| 3Y | +1,048.4% | +248.7% | +799.7% | +787.9% |
| 5Y | +554.4% | +148.7% | +405.7% | +419.9% |
| All | +1,735.1% | +143.2% | +1,591.9% | +1,390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling