+1,706.1%
PLTR vs QS
-77.2%
+1,783.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.4% | +1.4% |
| 7D | +10.7% | -5.6% | +16.3% | +12.1% |
| 30D | -17.8% | -5.8% | -11.9% | -16.9% |
| 3M | +0.3% | -39.2% | +39.5% | +12.3% |
| 6M | +26.2% | -53.9% | +80.1% | +48.7% |
| YTD | -3.5% | -62.8% | +59.3% | +18.3% |
| 1Y | -6.8% | -73.5% | +66.7% | +23.7% |
| 3Y | +772.3% | -29.1% | +801.4% | +650.4% |
| 5Y | +651.6% | -90.0% | +741.6% | +772.2% |
| All | +1,706.1% | -77.2% | +1,783.3% | +1,723.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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