+4.4%
PLTR vs NTAP
+54.6%
-50.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.4% |
| 7D | 0.0% | +2.2% | -2.2% | -0.7% |
| 30D | -3.3% | -7.0% | +3.8% | -1.0% |
| 3M | +28.4% | +12.3% | +16.1% | +23.2% |
| 6M | +8.4% | +85.1% | -76.7% | -12.3% |
| YTD | -4.6% | +74.8% | -79.4% | -19.6% |
| 1Y | +4.4% | +52.7% | -48.3% | -2.4% |
| All | +4.4% | +54.6% | -50.2% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling