+1,735.1%
PLTR vs NSC
+70.9%
+1,664.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.7% |
| 7D | -6.4% | -5.5% | -0.9% | -4.1% |
| 30D | +10.0% | -3.2% | +13.2% | +11.5% |
| 3M | +23.0% | +7.7% | +15.4% | +18.6% |
| 6M | +13.8% | +4.5% | +9.3% | +10.1% |
| YTD | -1.9% | +15.6% | -17.5% | -10.2% |
| 1Y | +11.6% | +19.8% | -8.2% | +0.1% |
| 3Y | +1,048.4% | +70.1% | +978.3% | +749.6% |
| 5Y | +554.4% | +46.1% | +508.3% | +431.9% |
| All | +1,735.1% | +70.9% | +1,664.1% | +1,531.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling