-10.4%
PLTR vs Q
+78.4%
-88.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.8% |
| 7D | 0.0% | +6.6% | -6.6% | -1.2% |
| 30D | -3.3% | -6.6% | +3.3% | -2.2% |
| 3M | +28.4% | -13.2% | +41.6% | +29.0% |
| 6M | +8.4% | +9.9% | -1.6% | -0.8% |
| YTD | -4.6% | +53.9% | -58.6% | -25.8% |
| All | -10.4% | +78.4% | -88.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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