+1,588.2%
PLTR vs STM
+43.8%
+1,544.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -1.0% | +1.6% |
| 7D | -12.9% | -10.7% | -2.1% | -8.7% |
| 30D | -17.4% | -25.7% | +8.4% | -6.8% |
| 3M | +2.9% | -21.6% | +24.4% | +12.5% |
| 6M | +19.9% | -27.8% | +47.7% | +26.8% |
| YTD | -9.8% | +61.8% | -71.5% | -40.0% |
| 1Y | -8.4% | +78.1% | -86.5% | -42.3% |
| 3Y | +765.0% | +4.9% | +760.2% | +563.4% |
| 5Y | +516.8% | -14.3% | +531.1% | +421.6% |
| All | +1,588.2% | +43.8% | +1,544.4% | +1,184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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