-0.5%
PLTR vs UMC
+227.6%
-228.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.9% |
| 7D | -9.1% | +11.4% | -20.5% | -10.2% |
| 30D | -5.2% | +16.8% | -22.0% | -6.8% |
| 3M | +27.4% | +19.1% | +8.3% | +21.1% |
| 6M | +9.7% | +137.4% | -127.7% | -6.0% |
| YTD | -6.7% | +186.4% | -193.1% | -28.1% |
| 1Y | -0.5% | +229.1% | -229.6% | -26.6% |
| All | -0.5% | +227.6% | -228.2% | -26.6% |
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