+1,692.6%
PLTR vs W
-66.4%
+1,759.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -5.3% | +6.5% | -11.8% | -7.4% |
| 30D | -1.0% | -6.2% | +5.2% | +0.9% |
| 3M | +24.8% | +48.9% | -24.1% | +8.4% |
| 6M | +8.4% | +31.2% | -22.8% | -3.1% |
| YTD | -4.2% | -0.4% | -3.8% | -6.9% |
| 1Y | +9.1% | +14.8% | -5.7% | -1.3% |
| 3Y | +1,025.6% | +40.5% | +985.1% | +729.6% |
| 5Y | +565.8% | -62.1% | +627.9% | +486.4% |
| All | +1,692.6% | -66.4% | +1,759.0% | +1,431.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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