-10.0%
PLTR vs WFC
+2.7%
-12.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.4% |
| 7D | -12.8% | +4.5% | -17.3% | -13.3% |
| 30D | -9.3% | +7.4% | -16.7% | -10.3% |
| 3M | +5.6% | -0.5% | +6.1% | +5.6% |
| 6M | +17.6% | +11.7% | +5.9% | +13.9% |
| YTD | -3.4% | -4.6% | +1.2% | -0.3% |
| 1Y | -10.0% | +2.5% | -12.5% | -18.0% |
| All | -10.0% | +2.7% | -12.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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