+499.6%
PLTR vs URA
+33.4%
+466.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +1.0% |
| 7D | -12.9% | -4.1% | -8.8% | -10.6% |
| 30D | -17.4% | -19.0% | +1.6% | -6.9% |
| 3M | +2.9% | -25.1% | +28.0% | +19.9% |
| 6M | +19.9% | -44.5% | +64.4% | +63.7% |
| YTD | -9.8% | -24.3% | +14.5% | -1.1% |
| 1Y | -8.4% | -28.1% | +19.7% | +3.5% |
| 3Y | +765.0% | +40.7% | +724.4% | +477.6% |
| All | +499.6% | +33.4% | +466.2% | +274.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling