+1,706.1%
PLTR vs TPR
+874.7%
+831.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | +10.7% | -1.1% | +11.9% | +11.3% |
| 30D | -17.8% | +15.1% | -32.9% | -23.5% |
| 3M | +0.3% | -13.4% | +13.7% | +4.5% |
| 6M | +26.2% | +1.4% | +24.8% | +20.5% |
| YTD | -3.5% | +4.8% | -8.2% | -12.4% |
| 1Y | -6.8% | +29.2% | -36.0% | -24.7% |
| 3Y | +772.3% | +403.7% | +368.6% | +217.4% |
| 5Y | +651.6% | +230.8% | +420.7% | +215.1% |
| All | +1,706.1% | +874.7% | +831.4% | +551.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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