+1,692.6%
PLTR vs PYPL
-72.3%
+1,764.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -0.6% |
| 7D | -5.3% | +1.7% | -7.1% | -6.3% |
| 30D | -1.0% | -9.7% | +8.8% | +3.7% |
| 3M | +24.8% | +29.2% | -4.4% | +5.2% |
| 6M | +8.4% | +13.9% | -5.5% | -1.7% |
| YTD | -4.2% | -8.1% | +3.9% | -4.4% |
| 1Y | +9.1% | -21.4% | +30.5% | +18.6% |
| 3Y | +1,025.6% | -11.8% | +1,037.4% | +960.5% |
| 5Y | +565.8% | -81.1% | +646.9% | +1,430.6% |
| All | +1,692.6% | -72.3% | +1,764.9% | +3,184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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