+1,677.1%
PLTR vs PM
+245.5%
+1,431.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -3.8% | -6.6% | +2.9% | -3.7% |
| 30D | -19.2% | -3.4% | -15.8% | -19.2% |
| 3M | -3.7% | +5.3% | -9.0% | -3.6% |
| 6M | +22.5% | +15.5% | +7.0% | +22.2% |
| YTD | -5.0% | +24.3% | -29.3% | -6.0% |
| 1Y | -12.8% | +29.7% | -42.5% | -14.1% |
| 3Y | +758.3% | +144.9% | +613.3% | +709.5% |
| 5Y | +649.6% | +159.0% | +490.6% | +621.4% |
| All | +1,677.1% | +245.5% | +1,431.6% | +1,897.5% |
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