+1,668.3%
PLTR vs WFC
+324.6%
+1,343.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +4.7% | +2.5% | +2.2% | +3.5% |
| 30D | -16.4% | +7.0% | -23.4% | -19.2% |
| 3M | -6.2% | -1.8% | -4.4% | -5.9% |
| 6M | +29.2% | +18.4% | +10.8% | +17.4% |
| YTD | -5.5% | -5.6% | +0.1% | -4.5% |
| 1Y | -2.4% | +3.9% | -6.3% | -6.3% |
| 3Y | +752.3% | +126.3% | +626.0% | +472.7% |
| 5Y | +635.8% | +91.1% | +544.7% | +417.3% |
| All | +1,668.3% | +324.6% | +1,343.8% | +958.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling