+765.0%
PLTR vs STLA
-74.0%
+839.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | -12.9% | -4.5% | -8.4% | -11.7% |
| 30D | -17.4% | -3.9% | -13.5% | -16.7% |
| 3M | +2.9% | -20.2% | +23.0% | +9.1% |
| 6M | +19.9% | -42.2% | +62.0% | +38.9% |
| YTD | -9.8% | -59.3% | +49.5% | +14.2% |
| 1Y | -8.4% | -56.1% | +47.7% | +12.1% |
| 3Y | +765.0% | -73.7% | +838.7% | +991.7% |
| All | +765.0% | -74.0% | +839.1% | +991.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling