+1,677.1%
PLTR vs UL
+17.5%
+1,659.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.8% | +2.6% | -6.3% | -3.7% |
| 30D | -19.2% | +6.8% | -26.0% | -19.1% |
| 3M | -3.7% | +5.7% | -9.4% | -3.6% |
| 6M | +22.5% | +15.9% | +6.6% | +22.8% |
| YTD | -5.0% | +4.3% | -9.3% | -4.8% |
| 1Y | -12.8% | -0.4% | -12.4% | -12.3% |
| 3Y | +758.3% | +35.0% | +723.3% | +713.1% |
| 5Y | +649.6% | +31.6% | +618.0% | +590.4% |
| All | +1,677.1% | +17.5% | +1,659.5% | +1,519.1% |
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