+901.9%
PLTR vs USAR
+74.0%
+827.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.5% |
| 7D | -6.4% | -2.1% | -4.3% | -6.3% |
| 30D | +10.0% | +2.6% | +7.4% | +9.7% |
| 3M | +23.0% | -35.0% | +58.0% | +26.2% |
| 6M | +13.8% | -6.9% | +20.7% | +13.1% |
| YTD | -1.9% | +48.0% | -49.9% | -5.0% |
| 1Y | +11.6% | +24.8% | -13.2% | +7.9% |
| 3Y | +1,048.4% | +73.2% | +975.2% | +1,049.6% |
| All | +901.9% | +74.0% | +827.9% | +983.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling