+1,645.9%
PLTR vs NSC
+67.7%
+1,578.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -9.1% | -1.4% | -7.8% | -8.6% |
| 30D | -5.2% | -3.4% | -1.8% | -3.8% |
| 3M | +27.4% | +5.1% | +22.3% | +24.2% |
| 6M | +9.7% | +9.2% | +0.5% | +3.8% |
| YTD | -6.7% | +13.4% | -20.1% | -13.9% |
| 1Y | -0.5% | +20.8% | -21.3% | -11.3% |
| 3Y | +996.2% | +76.1% | +920.2% | +698.4% |
| 5Y | +531.1% | +45.3% | +485.9% | +418.9% |
| All | +1,645.9% | +67.7% | +1,578.2% | +1,464.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NSC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling