+752.3%
PLTR vs STLA
-77.1%
+829.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | +4.7% | -13.8% | +18.5% | +9.1% |
| 30D | -16.4% | -10.5% | -5.9% | -14.2% |
| 3M | -6.2% | -28.9% | +22.7% | +2.6% |
| 6M | +29.2% | -49.7% | +78.9% | +55.5% |
| YTD | -5.5% | -64.9% | +59.4% | +24.3% |
| 1Y | -2.4% | -64.0% | +61.6% | +26.8% |
| 3Y | +752.3% | -77.4% | +829.7% | +1,055.2% |
| All | +752.3% | -77.1% | +829.4% | +1,055.2% |
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 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