+1,706.1%
PLTR vs PWR
+1,062.1%
+644.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +10.7% | +19.1% | -8.4% | +0.5% |
| 30D | -17.8% | -12.0% | -5.8% | -12.8% |
| 3M | +0.3% | -10.6% | +10.9% | +4.3% |
| 6M | +26.2% | -20.8% | +47.0% | +37.0% |
| YTD | -3.5% | +43.7% | -47.2% | -32.2% |
| 1Y | -6.8% | +35.0% | -41.8% | -31.6% |
| 3Y | +772.3% | +249.4% | +522.9% | +225.6% |
| 5Y | +651.6% | +422.1% | +229.4% | +117.9% |
| All | +1,706.1% | +1,062.1% | +644.0% | +459.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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