+765.0%
PLTR vs TER
+150.3%
+614.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.8% |
| 7D | -12.9% | -20.5% | +7.6% | -7.7% |
| 30D | -17.4% | -47.0% | +29.6% | -3.3% |
| 3M | +2.9% | -43.3% | +46.1% | +16.6% |
| 6M | +19.9% | -42.9% | +62.8% | +29.5% |
| YTD | -9.8% | +12.9% | -22.6% | -29.7% |
| 1Y | -8.4% | +18.2% | -26.6% | -30.0% |
| 3Y | +765.0% | +151.8% | +613.3% | +265.8% |
| All | +765.0% | +150.3% | +614.8% | +265.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling