+770.5%
PLTR vs NWSA
+29.1%
+741.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.9% |
| 7D | +10.7% | -0.8% | +11.5% | +11.3% |
| 30D | -17.8% | -11.3% | -6.4% | -11.2% |
| 3M | +0.3% | -8.1% | +8.4% | +5.4% |
| 6M | +26.2% | -0.7% | +26.8% | +23.9% |
| YTD | -3.5% | +1.3% | -4.8% | -7.6% |
| 1Y | -6.8% | -1.3% | -5.5% | -8.6% |
| All | +770.5% | +29.1% | +741.4% | +570.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling