+770.5%
PLTR vs QS
-28.5%
+799.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.4% | +1.1% |
| 7D | +10.7% | -5.6% | +16.3% | +11.9% |
| 30D | -17.8% | -5.8% | -11.9% | -17.0% |
| 3M | +0.3% | -39.2% | +39.5% | +10.3% |
| 6M | +26.2% | -53.9% | +80.1% | +44.6% |
| YTD | -3.5% | -62.8% | +59.3% | +13.9% |
| 1Y | -6.8% | -73.5% | +66.7% | +16.8% |
| All | +770.5% | -28.5% | +799.1% | +683.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling