+1,735.1%
PLTR vs STRL
+3,223.0%
-1,488.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.8% | -10.2% | -5.7% |
| 7D | -6.4% | +3.4% | -9.8% | -7.1% |
| 30D | +10.0% | -9.2% | +19.3% | +11.9% |
| 3M | +23.0% | -51.0% | +74.1% | +40.4% |
| 6M | +13.8% | +15.8% | -2.0% | -5.4% |
| YTD | -1.9% | +58.9% | -60.8% | -27.7% |
| 1Y | +11.6% | +68.5% | -56.9% | -20.1% |
| 3Y | +1,048.4% | +485.2% | +563.2% | +433.7% |
| 5Y | +554.4% | +2,005.1% | -1,450.7% | +113.3% |
| All | +1,735.1% | +3,223.0% | -1,488.0% | +537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling