+1,677.1%
PLTR vs P
+551.2%
+1,125.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -3.8% | -13.3% | +9.6% | +2.4% |
| 30D | -19.2% | -34.0% | +14.7% | -3.6% |
| 3M | -3.7% | +4.1% | -7.7% | -8.7% |
| 6M | +22.5% | +30.5% | -8.0% | 0.0% |
| YTD | -5.0% | +52.2% | -57.2% | -29.9% |
| 1Y | -12.8% | +10.3% | -23.1% | -27.2% |
| 3Y | +758.3% | +180.9% | +577.4% | +261.0% |
| 5Y | +649.6% | +259.7% | +389.9% | +165.9% |
| All | +1,677.1% | +551.2% | +1,125.8% | +427.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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