+1,684.5%
PLTR vs NSC
+67.7%
+1,616.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.2% |
| 7D | 0.0% | -2.0% | +2.1% | +0.9% |
| 30D | -3.3% | -3.2% | -0.1% | -1.9% |
| 3M | +28.4% | +3.9% | +24.4% | +25.8% |
| 6M | +8.4% | +7.8% | +0.6% | +3.2% |
| YTD | -4.6% | +13.4% | -18.0% | -12.0% |
| 1Y | +4.4% | +20.3% | -15.9% | -6.7% |
| 3Y | +1,020.5% | +76.1% | +944.4% | +716.1% |
| 5Y | +548.8% | +45.0% | +503.8% | +433.2% |
| All | +1,684.5% | +67.7% | +1,616.8% | +1,499.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling