+584.9%
PLTR vs PATH
-80.1%
+665.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -3.7% | -6.0% | -7.9% |
| 7D | -21.1% | -5.6% | -15.5% | -18.8% |
| 30D | -19.3% | -0.7% | -18.6% | -18.9% |
| 3M | -2.2% | -5.9% | +3.7% | -0.6% |
| 6M | +14.0% | +21.6% | -7.6% | +2.4% |
| YTD | -12.8% | -20.6% | +7.8% | -6.0% |
| 1Y | -17.5% | -10.6% | -6.9% | -18.1% |
| 3Y | +720.5% | -24.9% | +745.4% | +659.1% |
| 5Y | +496.1% | -76.8% | +572.9% | +720.6% |
| All | +584.9% | -80.1% | +665.0% | +864.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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