+1,692.6%
PLTR vs STZ
-28.3%
+1,721.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.2% |
| 7D | -5.3% | -7.4% | +2.0% | -3.9% |
| 30D | -1.0% | -10.9% | +9.9% | +1.1% |
| 3M | +24.8% | -13.4% | +38.2% | +27.9% |
| 6M | +8.4% | -16.2% | +24.6% | +11.1% |
| YTD | -4.2% | -10.4% | +6.3% | -4.6% |
| 1Y | +9.1% | -14.8% | +23.9% | +10.0% |
| 3Y | +1,025.6% | -50.1% | +1,075.7% | +1,239.7% |
| 5Y | +565.8% | -38.8% | +604.5% | +662.3% |
| All | +1,692.6% | -28.3% | +1,721.0% | +1,701.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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