+1,588.2%
PLTR vs SO
+113.9%
+1,474.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +3.3% |
| 7D | -12.9% | -1.5% | -11.4% | -13.1% |
| 30D | -17.4% | +8.1% | -25.5% | -16.4% |
| 3M | +2.9% | +0.2% | +2.6% | +3.1% |
| 6M | +19.9% | +0.4% | +19.5% | +20.4% |
| YTD | -9.8% | +8.5% | -18.3% | -8.6% |
| 1Y | -8.4% | +4.9% | -13.3% | -7.4% |
| 3Y | +765.0% | +47.9% | +717.1% | +762.9% |
| 5Y | +516.8% | +75.7% | +441.2% | +549.8% |
| All | +1,588.2% | +113.9% | +1,474.3% | +1,625.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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