-2.4%
PLTR vs USFR
+4.1%
-6.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -1.6% |
| 7D | +4.7% | +0.1% | +4.7% | +6.2% |
| 30D | -16.4% | +0.4% | -16.8% | -9.6% |
| 3M | -6.2% | +1.1% | -7.2% | +18.9% |
| 6M | +29.2% | +2.0% | +27.1% | +85.8% |
| YTD | -5.5% | +3.5% | -9.0% | +70.7% |
| 1Y | -2.4% | +4.1% | -6.5% | +78.9% |
| All | -2.4% | +4.1% | -6.5% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling