+1,668.3%
PLTR vs RY
+254.9%
+1,413.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | +4.7% | +0.6% | +4.2% | +4.3% |
| 30D | -16.4% | +5.0% | -21.4% | -20.1% |
| 3M | -6.2% | -5.3% | -0.8% | -1.6% |
| 6M | +29.2% | +13.8% | +15.3% | +11.5% |
| YTD | -5.5% | +21.0% | -26.4% | -23.5% |
| 1Y | -2.4% | +40.5% | -42.9% | -32.2% |
| 3Y | +752.3% | +159.7% | +592.7% | +222.6% |
| 5Y | +635.8% | +124.3% | +511.5% | +221.3% |
| All | +1,668.3% | +254.9% | +1,413.5% | +672.8% |
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