+1,588.2%
PLTR vs PR
+3,973.5%
-2,385.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.0% |
| 7D | -12.9% | -16.4% | +3.5% | -9.3% |
| 30D | -17.4% | -1.9% | -15.5% | -17.1% |
| 3M | +2.9% | +8.0% | -5.1% | +0.7% |
| 6M | +19.9% | +4.1% | +15.8% | +17.5% |
| YTD | -9.8% | +58.7% | -68.5% | -20.6% |
| 1Y | -8.4% | +75.8% | -84.2% | -21.6% |
| 3Y | +765.0% | +73.2% | +691.9% | +631.6% |
| 5Y | +516.8% | +230.1% | +286.7% | +332.7% |
| All | +1,588.2% | +3,973.5% | -2,385.3% | +651.1% |
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