+1,588.2%
PLTR vs URA
+255.2%
+1,333.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +1.3% |
| 7D | -12.9% | -4.1% | -8.8% | -10.9% |
| 30D | -17.4% | -19.0% | +1.6% | -8.2% |
| 3M | +2.9% | -25.1% | +28.0% | +17.9% |
| 6M | +19.9% | -44.5% | +64.4% | +57.7% |
| YTD | -9.8% | -24.3% | +14.5% | -1.3% |
| 1Y | -8.4% | -28.1% | +19.7% | +2.9% |
| 3Y | +765.0% | +40.7% | +724.4% | +545.8% |
| 5Y | +516.8% | +35.5% | +481.4% | +340.3% |
| All | +1,588.2% | +255.2% | +1,333.0% | +738.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling