+765.0%
PLTR vs T
+58.8%
+706.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.4% |
| 7D | -12.9% | +1.0% | -13.9% | -12.8% |
| 30D | -17.4% | -10.6% | -6.8% | -17.9% |
| 3M | +2.9% | -7.7% | +10.6% | +2.4% |
| 6M | +19.9% | -13.3% | +33.2% | +19.5% |
| YTD | -9.8% | -8.8% | -1.0% | -9.7% |
| 1Y | -8.4% | -8.4% | 0.0% | -8.4% |
| 3Y | +765.0% | +59.6% | +705.4% | +704.3% |
| All | +765.0% | +58.8% | +706.2% | +704.3% |
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