+1,706.1%
PLTR vs URA
+255.4%
+1,450.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.4% |
| 7D | +10.7% | +4.5% | +6.2% | +8.3% |
| 30D | -17.8% | -13.4% | -4.3% | -11.5% |
| 3M | +0.3% | -28.4% | +28.7% | +17.4% |
| 6M | +26.2% | -40.5% | +66.6% | +60.5% |
| YTD | -3.5% | -24.3% | +20.8% | +5.5% |
| 1Y | -6.8% | -28.8% | +22.0% | +5.0% |
| 3Y | +772.3% | +37.6% | +734.7% | +558.5% |
| 5Y | +651.6% | +30.7% | +620.9% | +439.7% |
| All | +1,706.1% | +255.4% | +1,450.7% | +796.5% |
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