+765.0%
PLTR vs WFC
+115.4%
+649.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -12.9% | +1.2% | -14.1% | -13.5% |
| 30D | -17.4% | +5.2% | -22.6% | -19.8% |
| 3M | +2.9% | -3.0% | +5.9% | +3.9% |
| 6M | +19.9% | +6.2% | +13.7% | +13.8% |
| YTD | -9.8% | -7.9% | -1.9% | -6.9% |
| 1Y | -8.4% | +0.3% | -8.7% | -11.1% |
| 3Y | +765.0% | +117.7% | +647.3% | +427.4% |
| All | +765.0% | +115.4% | +649.7% | +427.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling