+1,684.5%
PLTR vs NWSA
+123.3%
+1,561.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | 0.0% | -3.1% | +3.1% | +2.5% |
| 30D | -3.3% | +4.3% | -7.5% | -6.2% |
| 3M | +28.4% | +9.2% | +19.1% | +19.5% |
| 6M | +8.4% | +21.6% | -13.2% | -7.6% |
| YTD | -4.6% | +14.2% | -18.8% | -15.6% |
| 1Y | +4.4% | +1.8% | +2.7% | +0.4% |
| 3Y | +1,020.5% | +44.4% | +976.0% | +722.3% |
| 5Y | +548.8% | +41.0% | +507.8% | +382.0% |
| All | +1,684.5% | +123.3% | +1,561.2% | +751.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling