+826.1%
PLTR vs USFR
+14.3%
+811.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | -5.1% | +0.1% | -5.2% | -4.8% |
| 30D | -19.1% | +0.4% | -19.4% | -17.4% |
| 3M | -1.6% | +1.1% | -2.7% | +4.1% |
| 6M | +22.8% | +2.0% | +20.8% | +32.5% |
| YTD | -4.8% | +3.4% | -8.2% | +5.4% |
| 1Y | -4.9% | +4.1% | -9.0% | +5.8% |
| 3Y | +826.1% | +14.3% | +811.8% | +2,396.7% |
| All | +826.1% | +14.3% | +811.8% | +2,396.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling