+1,714.7%
PLTR vs QID
-90.6%
+1,805.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | -1.5% |
| 7D | +0.4% | -1.1% | +1.5% | +1.1% |
| 30D | -17.5% | +14.4% | -31.9% | -5.6% |
| 3M | -1.5% | +6.7% | -8.1% | +7.4% |
| 6M | +25.9% | +2.6% | +23.4% | +36.8% |
| YTD | -3.0% | -24.2% | +21.2% | -15.6% |
| 1Y | -9.7% | -22.3% | +12.6% | -18.7% |
| 3Y | +776.5% | -72.0% | +848.5% | +350.8% |
| 5Y | +649.9% | -78.2% | +728.1% | +364.3% |
| All | +1,714.7% | -90.6% | +1,805.3% | +748.9% |
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