+565.8%
PLTR vs NSC
+46.6%
+519.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -5.3% | -1.5% | -3.8% | -4.6% |
| 30D | -1.0% | -1.9% | +0.9% | 0.0% |
| 3M | +24.8% | +6.2% | +18.6% | +20.1% |
| 6M | +8.4% | +9.2% | -0.8% | +1.0% |
| YTD | -4.2% | +15.0% | -19.2% | -14.3% |
| 1Y | +9.1% | +21.1% | -12.0% | -6.1% |
| 3Y | +1,025.6% | +78.6% | +947.0% | +612.8% |
| 5Y | +565.8% | +45.9% | +519.9% | +384.0% |
| All | +565.8% | +46.6% | +519.1% | +384.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling