+1,706.1%
PLTR vs UL
+16.7%
+1,689.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +10.7% | -2.5% | +13.2% | +10.6% |
| 30D | -17.8% | +5.7% | -23.4% | -17.7% |
| 3M | +0.3% | +7.0% | -6.7% | +0.4% |
| 6M | +26.2% | +16.1% | +10.1% | +26.4% |
| YTD | -3.5% | +3.6% | -7.0% | -3.2% |
| 1Y | -6.8% | -1.4% | -5.5% | -6.2% |
| 3Y | +772.3% | +34.1% | +738.2% | +726.2% |
| 5Y | +651.6% | +32.0% | +619.6% | +593.8% |
| All | +1,706.1% | +16.7% | +1,689.4% | +1,545.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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