+959.1%
PLTR vs NVDL
+625.2%
+333.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -4.1% | -10.3% | +6.2% | -1.3% |
| 30D | -2.2% | -7.1% | +4.9% | -1.0% |
| 3M | +27.6% | +6.6% | +21.0% | +22.7% |
| 6M | +10.3% | +21.1% | -10.8% | +0.5% |
| YTD | -5.9% | +15.2% | -21.1% | -14.2% |
| 1Y | +1.7% | +18.8% | -17.0% | -8.8% |
| 3Y | +959.1% | +649.9% | +309.2% | +288.1% |
| All | +959.1% | +625.2% | +333.9% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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