+950.4%
PLTR vs PBR
+101.4%
+849.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.3% | -2.6% |
| 7D | -9.1% | +4.2% | -13.4% | -9.9% |
| 30D | -5.2% | +22.7% | -27.9% | -9.6% |
| 3M | +27.4% | +21.5% | +5.9% | +20.8% |
| 6M | +9.7% | +24.0% | -14.3% | +2.1% |
| YTD | -6.7% | +88.2% | -94.9% | -25.1% |
| 1Y | -0.5% | +74.8% | -75.3% | -18.2% |
| All | +950.4% | +101.4% | +849.0% | +628.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling