+1,588.2%
PLTR vs STRL
+1,626.9%
-38.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.7% |
| 7D | -12.9% | -26.9% | +14.0% | -7.6% |
| 30D | -17.4% | -52.7% | +35.3% | -4.3% |
| 3M | +2.9% | -52.8% | +55.7% | +18.4% |
| 6M | +19.9% | -71.5% | +91.3% | +49.1% |
| YTD | -9.8% | -17.4% | +7.7% | -24.7% |
| 1Y | -8.4% | -35.0% | +26.6% | -17.4% |
| 3Y | +765.0% | +239.2% | +525.8% | +342.0% |
| 5Y | +516.8% | +830.2% | -313.3% | +129.3% |
| All | +1,588.2% | +1,626.9% | -38.7% | +563.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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