+765.0%
PLTR vs PWR
+221.0%
+544.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +0.5% |
| 7D | -12.9% | -12.9% | 0.0% | -7.6% |
| 30D | -17.4% | -22.8% | +5.5% | -7.4% |
| 3M | +2.9% | -19.0% | +21.9% | +11.6% |
| 6M | +19.9% | -31.1% | +51.0% | +39.3% |
| YTD | -9.8% | +28.2% | -38.0% | -34.0% |
| 1Y | -8.4% | +22.2% | -30.6% | -30.4% |
| 3Y | +765.0% | +222.1% | +542.9% | +202.2% |
| All | +765.0% | +221.0% | +544.1% | +202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling