-12.8%
PLTR vs WFC
+1.6%
-14.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.8% | +0.9% | -4.6% | -3.8% |
| 30D | -19.2% | +3.3% | -22.5% | -19.5% |
| 3M | -3.7% | -1.4% | -2.2% | -3.5% |
| 6M | +22.5% | +14.7% | +7.8% | +18.3% |
| YTD | -5.0% | -5.9% | +0.9% | -2.2% |
| 1Y | -12.8% | +1.8% | -14.6% | -20.2% |
| All | -12.8% | +1.6% | -14.4% | -20.2% |
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