+765.0%
PLTR vs QLD
+140.3%
+624.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | +1.5% |
| 7D | -12.9% | -10.3% | -2.6% | -5.3% |
| 30D | -17.4% | -26.1% | +8.7% | +4.4% |
| 3M | +2.9% | -17.8% | +20.6% | +19.3% |
| 6M | +19.9% | -15.6% | +35.4% | +32.1% |
| YTD | -9.8% | +5.4% | -15.1% | -18.8% |
| 1Y | -8.4% | +5.2% | -13.6% | -17.1% |
| 3Y | +765.0% | +139.4% | +625.6% | +227.1% |
| All | +765.0% | +140.3% | +624.7% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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