+1,692.6%
PLTR vs PM
+225.8%
+1,466.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.3% |
| 7D | -5.3% | -1.3% | -4.1% | -5.3% |
| 30D | -1.0% | -2.6% | +1.6% | -1.0% |
| 3M | +24.8% | +5.8% | +19.0% | +24.6% |
| 6M | +8.4% | +10.6% | -2.2% | +7.9% |
| YTD | -4.2% | +17.2% | -21.4% | -5.3% |
| 1Y | +9.1% | +17.6% | -8.5% | +7.9% |
| 3Y | +1,025.6% | +124.3% | +901.3% | +961.1% |
| 5Y | +565.8% | +125.1% | +440.7% | +522.7% |
| All | +1,692.6% | +225.8% | +1,466.9% | +1,913.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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