-15.2%
PLTR vs Q
+66.4%
-81.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +2.0% |
| 7D | -12.9% | +0.3% | -13.2% | -12.9% |
| 30D | -17.4% | -9.8% | -7.6% | -15.7% |
| 3M | +2.9% | -12.2% | +15.1% | +5.1% |
| 6M | +19.9% | -21.6% | +41.5% | +22.1% |
| YTD | -9.8% | +43.6% | -53.3% | -28.9% |
| 1Y | -8.4% | +25.7% | -34.1% | -20.9% |
| All | -15.2% | +66.4% | -81.6% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling