+1,681.1%
PLTR vs STM
+53.6%
+1,627.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.8% | -1.3% | +2.6% |
| 7D | -5.1% | -5.6% | +0.5% | -2.8% |
| 30D | -19.1% | -14.4% | -4.6% | -13.8% |
| 3M | -1.6% | -20.5% | +18.8% | +6.8% |
| 6M | +22.8% | -24.5% | +47.3% | +27.8% |
| YTD | -4.8% | +72.7% | -77.5% | -38.4% |
| 1Y | -4.9% | +91.0% | -95.9% | -41.9% |
| 3Y | +826.1% | +13.5% | +812.6% | +584.2% |
| 5Y | +597.7% | -9.2% | +606.9% | +475.5% |
| All | +1,681.1% | +53.6% | +1,627.5% | +1,218.3% |
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