+1,684.5%
PLTR vs NTAP
+384.4%
+1,300.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.9% |
| 7D | 0.0% | +2.2% | -2.2% | -1.2% |
| 30D | -3.3% | -7.0% | +3.8% | +0.8% |
| 3M | +28.4% | +12.3% | +16.1% | +18.7% |
| 6M | +8.4% | +85.1% | -76.7% | -28.8% |
| YTD | -4.6% | +74.8% | -79.4% | -35.8% |
| 1Y | +4.4% | +52.7% | -48.3% | -23.0% |
| 3Y | +1,020.5% | +147.7% | +872.8% | +458.4% |
| 5Y | +548.8% | +124.8% | +424.0% | +232.2% |
| All | +1,684.5% | +384.4% | +1,300.1% | +718.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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