+826.1%
PLTR vs UL
+34.1%
+792.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.8% |
| 7D | -5.1% | +0.3% | -5.4% | -5.0% |
| 30D | -19.1% | +7.0% | -26.0% | -17.2% |
| 3M | -1.6% | +5.8% | -7.4% | +0.3% |
| 6M | +22.8% | +16.1% | +6.7% | +29.7% |
| YTD | -4.8% | +4.5% | -9.3% | -2.3% |
| 1Y | -4.9% | -1.3% | -3.6% | -3.3% |
| 3Y | +826.1% | +35.0% | +791.2% | +860.5% |
| All | +826.1% | +34.1% | +792.0% | +860.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling