+1,681.1%
PLTR vs STRL
+1,885.5%
-204.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +15.0% | -9.5% | +2.3% |
| 7D | -5.1% | -13.3% | +8.2% | -3.0% |
| 30D | -19.1% | -43.3% | +24.3% | -9.8% |
| 3M | -1.6% | -46.9% | +45.2% | +10.2% |
| 6M | +22.8% | -65.6% | +88.4% | +46.6% |
| YTD | -4.8% | -5.1% | +0.3% | -23.0% |
| 1Y | -4.9% | -23.1% | +18.2% | -17.6% |
| 3Y | +826.1% | +346.8% | +479.3% | +344.8% |
| 5Y | +597.7% | +907.2% | -309.4% | +152.4% |
| All | +1,681.1% | +1,885.5% | -204.4% | +579.0% |
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