+1,681.1%
PLTR vs SNAP
-80.5%
+1,761.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +5.0% |
| 7D | -5.1% | -7.3% | +2.2% | -3.0% |
| 30D | -19.1% | -18.9% | -0.1% | -14.0% |
| 3M | -1.6% | -5.3% | +3.6% | -1.1% |
| 6M | +22.8% | -16.9% | +39.7% | +28.1% |
| YTD | -4.8% | -37.4% | +32.6% | +6.3% |
| 1Y | -4.9% | -38.5% | +33.6% | +6.7% |
| 3Y | +826.1% | -55.1% | +881.2% | +907.2% |
| 5Y | +597.7% | -90.8% | +688.5% | +910.0% |
| All | +1,681.1% | -80.5% | +1,761.5% | +2,667.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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