+1,692.6%
PLTR vs STLA
-28.7%
+1,721.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.1% |
| 7D | -5.3% | +0.7% | -6.1% | -5.6% |
| 30D | -1.0% | -2.4% | +1.4% | -0.1% |
| 3M | +24.8% | -23.9% | +48.7% | +38.4% |
| 6M | +8.4% | -24.6% | +33.0% | +19.3% |
| YTD | -4.2% | -50.5% | +46.3% | +21.6% |
| 1Y | +9.1% | -39.8% | +48.9% | +24.1% |
| 3Y | +1,025.6% | -65.6% | +1,091.2% | +1,483.7% |
| 5Y | +565.8% | -62.1% | +627.8% | +739.6% |
| All | +1,692.6% | -28.7% | +1,721.3% | +1,954.2% |
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