+1,677.1%
PLTR vs URA
+264.1%
+1,413.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +4.0% |
| 7D | -3.8% | +0.3% | -4.1% | -3.7% |
| 30D | -19.2% | -14.8% | -4.5% | -12.4% |
| 3M | -3.7% | -25.3% | +21.6% | +10.5% |
| 6M | +22.5% | -39.9% | +62.4% | +55.1% |
| YTD | -5.0% | -22.4% | +17.4% | +2.7% |
| 1Y | -12.8% | -29.0% | +16.2% | -1.5% |
| 3Y | +758.3% | +41.0% | +717.3% | +540.8% |
| 5Y | +649.6% | +38.3% | +611.3% | +428.4% |
| All | +1,677.1% | +264.1% | +1,413.0% | +772.3% |
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