+1,588.2%
PLTR vs UAL
+222.6%
+1,365.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.4% | +2.6% |
| 7D | -12.9% | +8.2% | -21.0% | -15.8% |
| 30D | -17.4% | +2.3% | -19.7% | -18.4% |
| 3M | +2.9% | -12.7% | +15.5% | +7.7% |
| 6M | +19.9% | +12.7% | +7.2% | +11.1% |
| YTD | -9.8% | +0.8% | -10.6% | -14.2% |
| 1Y | -8.4% | +17.8% | -26.2% | -18.9% |
| 3Y | +765.0% | +206.7% | +558.4% | +370.0% |
| 5Y | +516.8% | +113.9% | +403.0% | +274.0% |
| All | +1,588.2% | +222.6% | +1,365.6% | +869.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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