+1,677.1%
PLTR vs NTAP
+362.5%
+1,314.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.8% | -7.8% | +4.0% | +1.1% |
| 30D | -19.2% | -25.8% | +6.5% | -4.0% |
| 3M | -3.7% | -11.2% | +7.6% | +2.1% |
| 6M | +22.5% | +49.9% | -27.4% | -8.4% |
| YTD | -5.0% | +66.9% | -71.9% | -34.9% |
| 1Y | -12.8% | +58.8% | -71.6% | -38.2% |
| 3Y | +758.3% | +140.8% | +617.4% | +327.4% |
| 5Y | +649.6% | +115.0% | +534.7% | +290.5% |
| All | +1,677.1% | +362.5% | +1,314.5% | +729.7% |
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