+1,681.1%
PLTR vs PPL
+65.9%
+1,615.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.5% |
| 7D | -5.1% | -1.2% | -3.9% | -5.0% |
| 30D | -19.1% | +4.2% | -23.3% | -19.7% |
| 3M | -1.6% | +1.5% | -3.1% | -2.0% |
| 6M | +22.8% | +1.0% | +21.7% | +22.2% |
| YTD | -4.8% | +4.4% | -9.2% | -6.4% |
| 1Y | -4.9% | +0.8% | -5.7% | -5.6% |
| 3Y | +826.1% | +56.5% | +769.6% | +710.4% |
| 5Y | +597.7% | +47.7% | +550.1% | +528.2% |
| All | +1,681.1% | +65.9% | +1,615.1% | +1,448.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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