+615.1%
PLTR vs PL
+46.3%
+568.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +0.4% | +13.4% | -13.0% | -3.0% |
| 30D | -17.5% | -10.2% | -7.4% | -15.4% |
| 3M | -1.5% | -39.5% | +38.0% | +11.0% |
| 6M | +25.9% | -65.7% | +91.7% | +60.3% |
| YTD | -3.0% | -27.3% | +24.3% | -4.5% |
| 1Y | -9.7% | +15.0% | -24.7% | -23.7% |
| 3Y | +776.5% | +560.8% | +215.6% | +224.7% |
| 5Y | +649.9% | +38.4% | +611.5% | +292.0% |
| All | +615.1% | +46.3% | +568.7% | +297.8% |
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