+1,668.3%
PLTR vs PSA
+92.9%
+1,575.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +4.7% | -1.4% | +6.2% | +5.4% |
| 30D | -16.4% | +15.2% | -31.6% | -21.6% |
| 3M | -6.2% | +2.2% | -8.4% | -7.4% |
| 6M | +29.2% | +11.7% | +17.5% | +21.9% |
| YTD | -5.5% | +32.0% | -37.5% | -18.6% |
| 1Y | -2.4% | +26.3% | -28.7% | -14.2% |
| 3Y | +752.3% | +52.4% | +699.9% | +550.5% |
| 5Y | +635.8% | +26.3% | +609.6% | +532.6% |
| All | +1,668.3% | +92.9% | +1,575.4% | +1,450.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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