+1,668.3%
PLTR vs PM
+253.9%
+1,414.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.1% |
| 7D | +4.7% | +0.5% | +4.2% | +4.7% |
| 30D | -16.4% | -3.2% | -13.2% | -16.3% |
| 3M | -6.2% | +6.2% | -12.4% | -6.1% |
| 6M | +29.2% | +7.7% | +21.5% | +29.3% |
| YTD | -5.5% | +27.3% | -32.8% | -6.5% |
| 1Y | -2.4% | +32.8% | -35.2% | -3.8% |
| 3Y | +752.3% | +150.0% | +602.3% | +704.0% |
| 5Y | +635.8% | +164.2% | +471.6% | +607.2% |
| All | +1,668.3% | +253.9% | +1,414.5% | +1,887.8% |
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