+1,692.6%
PLTR vs STX
+2,057.7%
-365.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.5% | -8.8% | -4.5% |
| 7D | -5.3% | +10.7% | -16.1% | -8.8% |
| 30D | -1.0% | +11.3% | -12.3% | -5.7% |
| 3M | +24.8% | +3.2% | +21.6% | +17.2% |
| 6M | +8.4% | +157.0% | -148.6% | -33.2% |
| YTD | -4.2% | +229.2% | -233.4% | -50.1% |
| 1Y | +9.1% | +381.8% | -372.8% | -54.9% |
| 3Y | +1,025.6% | +1,383.2% | -357.6% | +136.3% |
| 5Y | +565.8% | +1,144.9% | -579.1% | +52.6% |
| All | +1,692.6% | +2,057.7% | -365.1% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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