+1,681.1%
PLTR vs TER
+217.1%
+1,464.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.7% | -7.2% | +0.3% |
| 7D | -5.1% | -5.8% | +0.6% | -3.2% |
| 30D | -19.1% | -38.9% | +19.8% | -1.8% |
| 3M | -1.6% | -35.1% | +33.5% | +13.4% |
| 6M | +22.8% | -31.6% | +54.4% | +27.9% |
| YTD | -4.8% | +27.2% | -32.1% | -35.1% |
| 1Y | -4.9% | +35.2% | -40.1% | -37.4% |
| 3Y | +826.1% | +192.8% | +633.3% | +223.8% |
| 5Y | +597.7% | +72.4% | +525.3% | +229.3% |
| All | +1,681.1% | +217.1% | +1,464.0% | +707.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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