+1,588.2%
PLTR vs P
+517.8%
+1,070.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +1.9% |
| 7D | -12.9% | -23.8% | +10.9% | -2.1% |
| 30D | -17.4% | -36.6% | +19.2% | +0.4% |
| 3M | +2.9% | +10.9% | -8.0% | -5.5% |
| 6M | +19.9% | +30.0% | -10.1% | -2.3% |
| YTD | -9.8% | +44.4% | -54.2% | -31.8% |
| 1Y | -8.4% | +3.9% | -12.3% | -21.3% |
| 3Y | +765.0% | +176.6% | +588.5% | +263.4% |
| 5Y | +516.8% | +249.3% | +267.6% | +121.4% |
| All | +1,588.2% | +517.8% | +1,070.4% | +413.4% |
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