+1,588.2%
PLTR vs RY
+252.8%
+1,335.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.7% |
| 7D | -12.9% | -0.9% | -12.0% | -12.1% |
| 30D | -17.4% | +5.9% | -23.2% | -21.6% |
| 3M | +2.9% | -4.3% | +7.1% | +6.6% |
| 6M | +19.9% | +12.1% | +7.8% | +5.0% |
| YTD | -9.8% | +20.3% | -30.0% | -26.6% |
| 1Y | -8.4% | +41.0% | -49.4% | -36.6% |
| 3Y | +765.0% | +157.5% | +607.5% | +229.7% |
| 5Y | +516.8% | +123.2% | +393.7% | +170.6% |
| All | +1,588.2% | +252.8% | +1,335.4% | +641.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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