+1,668.3%
PLTR vs PR
+4,217.0%
-2,548.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.4% |
| 7D | +4.7% | +6.0% | -1.2% | +3.4% |
| 30D | -16.4% | -4.2% | -12.2% | -15.7% |
| 3M | -6.2% | +10.0% | -16.1% | -8.5% |
| 6M | +29.2% | +15.6% | +13.6% | +23.7% |
| YTD | -5.5% | +68.2% | -73.7% | -17.9% |
| 1Y | -2.4% | +79.2% | -81.6% | -16.7% |
| 3Y | +752.3% | +94.9% | +657.4% | +602.5% |
| 5Y | +635.8% | +272.8% | +363.1% | +402.9% |
| All | +1,668.3% | +4,217.0% | -2,548.6% | +676.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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