+1,668.3%
PLTR vs TPR
+873.0%
+795.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +4.7% | -0.3% | +5.0% | +4.9% |
| 30D | -16.4% | +15.1% | -31.5% | -22.3% |
| 3M | -6.2% | +3.5% | -9.7% | -8.9% |
| 6M | +29.2% | +0.4% | +28.7% | +24.0% |
| YTD | -5.5% | +4.6% | -10.1% | -14.2% |
| 1Y | -2.4% | +33.1% | -35.5% | -22.5% |
| 3Y | +752.3% | +396.0% | +356.3% | +212.8% |
| 5Y | +635.8% | +230.3% | +405.5% | +208.7% |
| All | +1,668.3% | +873.0% | +795.3% | +538.0% |
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