+565.8%
PLTR vs NTAP
+135.7%
+430.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -3.5% |
| 7D | -5.3% | +3.3% | -8.6% | -7.2% |
| 30D | -1.0% | -0.2% | -0.8% | -1.2% |
| 3M | +24.8% | +11.4% | +13.4% | +15.4% |
| 6M | +8.4% | +88.7% | -80.3% | -32.2% |
| YTD | -4.2% | +78.9% | -83.1% | -38.6% |
| 1Y | +9.1% | +58.8% | -49.7% | -23.6% |
| 3Y | +1,025.6% | +153.5% | +872.0% | +394.4% |
| 5Y | +565.8% | +136.7% | +429.0% | +191.5% |
| All | +565.8% | +135.7% | +430.1% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling