+1,681.1%
PLTR vs STLA
-41.5%
+1,722.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | -5.1% | -6.4% | +1.2% | -2.7% |
| 30D | -19.1% | -1.3% | -17.7% | -19.1% |
| 3M | -1.6% | -19.9% | +18.3% | +5.9% |
| 6M | +22.8% | -42.9% | +65.7% | +50.0% |
| YTD | -4.8% | -59.4% | +54.6% | +29.0% |
| 1Y | -4.9% | -56.8% | +51.9% | +24.7% |
| 3Y | +826.1% | -73.1% | +899.2% | +1,323.4% |
| 5Y | +597.7% | -70.1% | +667.8% | +845.5% |
| All | +1,681.1% | -41.5% | +1,722.6% | +2,078.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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