+752.3%
PLTR vs USAR
-20.4%
+772.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | +4.7% | -0.8% | +5.5% | +4.8% |
| 30D | -16.4% | -20.9% | +4.5% | -14.9% |
| 3M | -6.2% | -56.2% | +50.0% | 0.0% |
| 6M | +29.2% | -67.9% | +97.1% | +39.9% |
| YTD | -5.5% | -31.4% | +25.9% | -2.7% |
| 1Y | -2.4% | -45.1% | +42.6% | +1.3% |
| 3Y | +752.3% | -20.3% | +772.6% | +530.1% |
| All | +752.3% | -20.4% | +772.7% | +530.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling