+1,660.3%
PLTR vs NYT
+68.5%
+1,591.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.6% |
| 7D | -4.1% | -0.6% | -3.5% | -3.8% |
| 30D | -2.2% | +4.6% | -6.8% | -4.6% |
| 3M | +27.6% | -9.6% | +37.2% | +33.0% |
| 6M | +10.3% | -14.0% | +24.3% | +17.4% |
| YTD | -5.9% | -2.8% | -3.1% | -6.4% |
| 1Y | +1.7% | +15.6% | -13.8% | -8.6% |
| 3Y | +959.1% | +56.3% | +902.8% | +679.3% |
| 5Y | +536.3% | +39.5% | +496.8% | +355.3% |
| All | +1,660.3% | +68.5% | +1,591.8% | +1,185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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