+1,645.9%
PLTR vs QID
-90.9%
+1,736.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -0.3% |
| 7D | -9.1% | +2.7% | -11.9% | -7.1% |
| 30D | -5.2% | +3.3% | -8.5% | -2.2% |
| 3M | +27.4% | -5.5% | +32.9% | +24.8% |
| 6M | +9.7% | -28.4% | +38.1% | -12.7% |
| YTD | -6.7% | -26.6% | +19.9% | -23.2% |
| 1Y | -0.5% | -34.1% | +33.6% | -22.6% |
| 3Y | +996.2% | -73.7% | +1,069.9% | +435.1% |
| 5Y | +531.1% | -80.7% | +611.8% | +256.6% |
| All | +1,645.9% | -90.9% | +1,736.8% | +672.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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