+548.8%
PLTR vs UMC
+145.1%
+403.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.4% | -2.2% |
| 7D | 0.0% | +13.6% | -13.6% | -5.8% |
| 30D | -3.3% | +20.8% | -24.0% | -11.7% |
| 3M | +28.4% | +16.1% | +12.2% | +11.8% |
| 6M | +8.4% | +137.3% | -128.9% | -39.2% |
| YTD | -4.6% | +193.8% | -198.4% | -56.1% |
| 1Y | +4.4% | +236.1% | -231.7% | -56.5% |
| 3Y | +1,020.5% | +267.1% | +753.4% | +316.5% |
| 5Y | +548.8% | +145.3% | +403.5% | +209.8% |
| All | +548.8% | +145.1% | +403.7% | +209.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling