+1,684.5%
PLTR vs PSKY
-59.9%
+1,744.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.9% |
| 7D | 0.0% | -6.8% | +6.9% | +1.8% |
| 30D | -3.3% | +10.2% | -13.5% | -5.7% |
| 3M | +28.4% | +0.3% | +28.1% | +28.0% |
| 6M | +8.4% | -7.8% | +16.1% | +10.0% |
| YTD | -4.6% | -23.0% | +18.3% | +0.1% |
| 1Y | +4.4% | -31.6% | +36.1% | +11.2% |
| 3Y | +1,020.5% | -21.3% | +1,041.8% | +950.6% |
| 5Y | +548.8% | -71.5% | +620.3% | +680.2% |
| All | +1,684.5% | -59.9% | +1,744.4% | +2,287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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