+1,735.1%
PLTR vs PYPL
-71.4%
+1,806.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -2.8% |
| 7D | -6.4% | +2.7% | -9.1% | -7.8% |
| 30D | +10.0% | -4.9% | +14.9% | +11.8% |
| 3M | +23.0% | +28.9% | -5.9% | +4.0% |
| 6M | +13.8% | +18.2% | -4.4% | +1.1% |
| YTD | -1.9% | -5.0% | +3.1% | -3.8% |
| 1Y | +11.6% | -18.8% | +30.5% | +19.3% |
| 3Y | +1,048.4% | -12.6% | +1,061.0% | +991.8% |
| 5Y | +554.4% | -80.8% | +635.2% | +1,389.4% |
| All | +1,735.1% | -71.4% | +1,806.4% | +3,202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling