+752.3%
PLTR vs T
+65.2%
+687.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +4.7% | +2.5% | +2.2% | +5.0% |
| 30D | -16.4% | -3.8% | -12.6% | -16.6% |
| 3M | -6.2% | -8.7% | +2.6% | -6.5% |
| 6M | +29.2% | -8.1% | +37.3% | +29.2% |
| YTD | -5.5% | -6.4% | +1.0% | -5.2% |
| 1Y | -2.4% | -9.8% | +7.3% | -1.9% |
| 3Y | +752.3% | +65.5% | +686.8% | +679.5% |
| All | +752.3% | +65.2% | +687.1% | +679.5% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 3y: compounded portfolio wealth divided by compounded T 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…
3y analysis · Full analysis span regression · 6 months rolling