+1,684.5%
PLTR vs WFC
+339.8%
+1,344.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -3.3% | +2.5% | -5.7% | -4.7% |
| 3M | +28.4% | +10.0% | +18.4% | +21.8% |
| 6M | +8.4% | +15.1% | -6.7% | -0.5% |
| YTD | -4.6% | -2.2% | -2.4% | -5.0% |
| 1Y | +4.4% | +13.5% | -9.0% | -4.0% |
| 3Y | +1,020.5% | +135.2% | +885.3% | +642.8% |
| 5Y | +548.8% | +128.3% | +420.5% | +348.1% |
| All | +1,684.5% | +339.8% | +1,344.7% | +952.9% |
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