+1,046.2%
PLTR vs STLA
-64.3%
+1,110.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.9% |
| 7D | -6.4% | +2.6% | -9.0% | -7.1% |
| 30D | +10.0% | -1.2% | +11.3% | +10.4% |
| 3M | +23.0% | -24.8% | +47.8% | +33.8% |
| 6M | +13.8% | -25.6% | +39.4% | +23.1% |
| YTD | -1.9% | -48.9% | +47.0% | +17.9% |
| 1Y | +11.6% | -38.8% | +50.4% | +22.4% |
| All | +1,046.2% | -64.3% | +1,110.4% | +1,257.4% |
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