+752.3%
PLTR vs USHY
+25.4%
+726.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -1.6% |
| 7D | +4.7% | -0.4% | +5.2% | +6.9% |
| 30D | -16.4% | +0.6% | -17.0% | -18.5% |
| 3M | -6.2% | -2.0% | -4.2% | +3.7% |
| 6M | +29.2% | -0.5% | +29.7% | +33.7% |
| YTD | -5.5% | +0.6% | -6.1% | -7.2% |
| 1Y | -2.4% | +2.1% | -4.5% | -10.7% |
| 3Y | +752.3% | +25.3% | +727.0% | +263.7% |
| All | +752.3% | +25.4% | +726.9% | +263.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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