+1,692.6%
PLTR vs Z
-68.1%
+1,760.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.1% | +0.7% |
| 7D | -5.3% | -3.3% | -2.1% | -4.0% |
| 30D | -1.0% | -3.7% | +2.7% | +0.4% |
| 3M | +24.8% | -7.0% | +31.8% | +28.1% |
| 6M | +8.4% | -29.5% | +37.9% | +25.2% |
| YTD | -4.2% | -52.6% | +48.4% | +31.2% |
| 1Y | +9.1% | -64.0% | +73.1% | +67.4% |
| 3Y | +1,025.6% | -36.4% | +1,062.0% | +1,138.6% |
| 5Y | +565.8% | -65.8% | +631.5% | +737.6% |
| All | +1,692.6% | -68.1% | +1,760.7% | +2,036.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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