+1,735.1%
PLTR vs UL
+13.5%
+1,721.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -6.4% | -1.3% | -5.1% | -6.4% |
| 30D | +10.0% | +0.5% | +9.6% | +10.0% |
| 3M | +23.0% | +17.6% | +5.4% | +23.1% |
| 6M | +13.8% | -5.4% | +19.2% | +14.7% |
| YTD | -1.9% | +0.7% | -2.6% | -1.8% |
| 1Y | +11.6% | -9.3% | +20.9% | +12.9% |
| 3Y | +1,048.4% | +24.5% | +1,023.9% | +996.3% |
| 5Y | +554.4% | +23.2% | +531.2% | +497.3% |
| All | +1,735.1% | +13.5% | +1,721.6% | +1,570.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling