+1,706.1%
PLTR vs NSC
+73.6%
+1,632.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +10.7% | +1.6% | +9.1% | +9.9% |
| 30D | -17.8% | +4.2% | -22.0% | -19.2% |
| 3M | +0.3% | -0.2% | +0.6% | +0.3% |
| 6M | +26.2% | +7.6% | +18.6% | +21.1% |
| YTD | -3.5% | +17.4% | -20.8% | -12.3% |
| 1Y | -6.8% | +18.3% | -25.1% | -15.8% |
| 3Y | +772.3% | +79.8% | +692.5% | +528.8% |
| 5Y | +651.6% | +34.3% | +617.2% | +494.0% |
| All | +1,706.1% | +73.6% | +1,632.5% | +1,493.6% |
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