+1,645.9%
PLTR vs USFR
+20.4%
+1,625.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.1% |
| 7D | -9.1% | +0.1% | -9.2% | -8.9% |
| 30D | -5.2% | +0.3% | -5.5% | -4.1% |
| 3M | +27.4% | +1.0% | +26.4% | +31.3% |
| 6M | +9.7% | +1.9% | +7.8% | +16.3% |
| YTD | -6.7% | +2.7% | -9.4% | +0.8% |
| 1Y | -0.5% | +4.0% | -4.5% | +11.0% |
| 3Y | +996.2% | +14.1% | +982.2% | +1,641.1% |
| 5Y | +531.1% | +20.5% | +510.6% | +1,246.4% |
| All | +1,645.9% | +20.4% | +1,625.5% | +3,632.4% |
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