+1,735.1%
PLTR vs WFC
+341.3%
+1,393.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.9% |
| 7D | -6.4% | +3.8% | -10.2% | -8.3% |
| 30D | +10.0% | +1.5% | +8.6% | +9.0% |
| 3M | +23.0% | +10.9% | +12.2% | +16.2% |
| 6M | +13.8% | +8.4% | +5.4% | +7.7% |
| YTD | -1.9% | -1.9% | 0.0% | -2.4% |
| 1Y | +11.6% | +12.3% | -0.7% | +3.2% |
| 3Y | +1,048.4% | +132.3% | +916.1% | +664.9% |
| 5Y | +554.4% | +130.1% | +424.3% | +351.2% |
| All | +1,735.1% | +341.3% | +1,393.8% | +981.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling