-10.8%
PLTR vs Q
+75.8%
-86.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | -3.8% | +4.0% | -7.7% | -4.6% |
| 30D | -19.2% | -2.3% | -16.9% | -19.0% |
| 3M | -3.7% | -7.9% | +4.3% | -2.7% |
| 6M | +22.5% | -16.0% | +38.5% | +22.8% |
| YTD | -5.0% | +51.7% | -56.7% | -26.2% |
| 1Y | -12.8% | +28.3% | -41.1% | -24.0% |
| All | -10.8% | +75.8% | -86.6% | -23.0% |
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