+565.2%
PLTR vs PL
+28.1%
+537.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.4% | -6.9% | +0.7% |
| 7D | -12.9% | -6.8% | -6.1% | -11.3% |
| 30D | -17.4% | -29.3% | +11.9% | -9.7% |
| 3M | +2.9% | -44.8% | +47.6% | +18.9% |
| 6M | +19.9% | -68.4% | +88.3% | +55.2% |
| YTD | -9.8% | -36.4% | +26.6% | -7.9% |
| 1Y | -8.4% | +0.7% | -9.1% | -19.7% |
| 3Y | +765.0% | +455.3% | +309.7% | +238.5% |
| 5Y | +516.8% | +22.7% | +494.2% | +241.6% |
| All | +565.2% | +28.1% | +537.1% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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