+11.6%
PLTR vs UMC
+209.4%
-197.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.6% | -9.1% | -5.0% |
| 7D | -6.4% | +5.0% | -11.4% | -6.9% |
| 30D | +10.0% | +7.7% | +2.4% | +9.1% |
| 3M | +23.0% | +1.7% | +21.4% | +19.3% |
| 6M | +13.8% | +113.9% | -100.1% | -1.3% |
| YTD | -1.9% | +168.9% | -170.8% | -23.7% |
| 1Y | +11.6% | +207.2% | -195.6% | -15.6% |
| All | +11.6% | +209.4% | -197.8% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling