+1,660.3%
PLTR vs PBR
+922.7%
+737.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -4.1% | +5.4% | -9.4% | -4.9% |
| 30D | -2.2% | +22.9% | -25.1% | -5.6% |
| 3M | +27.6% | +19.6% | +7.9% | +23.2% |
| 6M | +10.3% | +16.5% | -6.2% | +6.6% |
| YTD | -5.9% | +86.7% | -92.6% | -16.9% |
| 1Y | +1.7% | +74.7% | -73.0% | -9.2% |
| 3Y | +959.1% | +102.6% | +856.5% | +813.9% |
| 5Y | +536.3% | +566.6% | -30.2% | +354.8% |
| All | +1,660.3% | +922.7% | +737.6% | +945.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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