+1,707.4%
PLTR vs NET
+558.7%
+1,148.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.8% |
| 7D | -12.8% | -16.4% | +3.6% | -4.4% |
| 30D | -9.3% | -25.8% | +16.5% | +5.5% |
| 3M | +5.6% | -11.5% | +17.1% | +11.0% |
| 6M | +17.6% | +18.9% | -1.3% | +2.1% |
| YTD | -3.4% | +35.2% | -38.6% | -24.4% |
| 1Y | -10.0% | +14.5% | -24.4% | -22.7% |
| 3Y | +808.9% | +313.8% | +495.1% | +259.5% |
| 5Y | +548.7% | +32.6% | +516.1% | +294.3% |
| All | +1,707.4% | +558.7% | +1,148.7% | +523.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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