+1,046.2%
PLTR vs NTAP
+148.5%
+897.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -6.4% | -0.8% | -5.7% | -6.0% |
| 30D | +10.0% | -0.5% | +10.6% | +9.9% |
| 3M | +23.0% | +4.1% | +19.0% | +19.9% |
| 6M | +13.8% | +88.0% | -74.2% | -21.0% |
| YTD | -1.9% | +75.6% | -77.5% | -29.7% |
| 1Y | +11.6% | +58.9% | -47.3% | -14.9% |
| All | +1,046.2% | +148.5% | +897.7% | +544.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling