+878.7%
PLTR vs USAR
+74.5%
+804.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -5.3% | +2.3% | -7.7% | -5.5% |
| 30D | -1.0% | -8.6% | +7.6% | -0.4% |
| 3M | +24.8% | -20.5% | +45.3% | +26.3% |
| 6M | +8.4% | +1.2% | +7.2% | +7.1% |
| YTD | -4.2% | +48.4% | -52.6% | -7.2% |
| 1Y | +9.1% | +30.6% | -21.5% | +5.2% |
| 3Y | +1,025.6% | +73.6% | +951.9% | +1,025.4% |
| All | +878.7% | +74.5% | +804.2% | +957.7% |
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