+1,714.7%
PLTR vs USFR
+21.3%
+1,693.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.7% |
| 30D | -17.5% | +0.4% | -17.9% | -16.3% |
| 3M | -1.5% | +1.1% | -2.5% | +2.5% |
| 6M | +25.9% | +2.1% | +23.9% | +34.7% |
| YTD | -3.0% | +3.4% | -6.5% | +7.7% |
| 1Y | -9.7% | +4.1% | -13.8% | +1.8% |
| 3Y | +776.5% | +14.4% | +762.1% | +1,304.2% |
| 5Y | +649.9% | +21.4% | +628.4% | +1,551.5% |
| All | +1,714.7% | +21.3% | +1,693.4% | +3,888.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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