+870.2%
PLTR vs USAR
-21.7%
+892.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | +0.6% |
| 7D | -3.8% | -9.1% | +5.3% | -3.0% |
| 30D | -19.2% | -36.9% | +17.7% | -16.2% |
| 3M | -3.7% | -58.4% | +54.7% | +3.1% |
| 6M | +22.5% | -70.6% | +93.1% | +33.6% |
| YTD | -5.0% | -33.4% | +28.4% | -2.0% |
| 1Y | -12.8% | -54.0% | +41.2% | -8.6% |
| 3Y | +758.3% | -22.7% | +780.9% | +790.8% |
| All | +870.2% | -21.7% | +892.0% | +1,017.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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