+1,645.9%
PLTR vs RJF
+291.7%
+1,354.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.4% |
| 7D | -9.1% | -4.2% | -5.0% | -6.5% |
| 30D | -5.2% | -3.6% | -1.6% | -2.8% |
| 3M | +27.4% | +15.6% | +11.7% | +15.5% |
| 6M | +9.7% | +17.6% | -7.9% | -2.4% |
| YTD | -6.7% | +9.2% | -15.9% | -13.6% |
| 1Y | -0.5% | +5.5% | -6.0% | -6.0% |
| 3Y | +996.2% | +70.3% | +925.9% | +650.8% |
| 5Y | +531.1% | +106.0% | +425.1% | +314.5% |
| All | +1,645.9% | +291.7% | +1,354.2% | +1,080.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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