+597.7%
PLTR vs NTAP
+114.1%
+483.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +3.0% |
| 7D | -5.1% | -5.0% | -0.2% | -2.0% |
| 30D | -19.1% | -25.8% | +6.7% | -2.9% |
| 3M | -1.6% | -6.9% | +5.3% | +1.3% |
| 6M | +22.8% | +50.0% | -27.2% | -10.5% |
| YTD | -4.8% | +66.9% | -71.8% | -37.0% |
| 1Y | -4.9% | +58.3% | -63.2% | -34.5% |
| 3Y | +826.1% | +145.1% | +681.0% | +303.1% |
| 5Y | +597.7% | +114.2% | +483.5% | +228.1% |
| All | +597.7% | +114.1% | +483.6% | +228.1% |
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