+1,660.3%
PLTR vs SHAK
-2.5%
+1,662.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | -0.6% |
| 7D | -4.1% | -8.3% | +4.2% | -0.5% |
| 30D | -2.2% | -12.6% | +10.4% | +3.5% |
| 3M | +27.6% | +9.1% | +18.5% | +21.2% |
| 6M | +10.3% | -31.2% | +41.6% | +22.5% |
| YTD | -5.9% | -21.6% | +15.7% | -2.9% |
| 1Y | +1.7% | -38.8% | +40.5% | +17.4% |
| 3Y | +959.1% | +0.6% | +958.5% | +732.7% |
| 5Y | +536.3% | -22.5% | +558.9% | +435.7% |
| All | +1,660.3% | -2.5% | +1,662.8% | +1,456.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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