+153.5%
QQQ vs PLTR
+1,579.9%
-1,426.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | +3.6% | +4.7% | -1.1% | +2.8% |
| 30D | -6.7% | -16.4% | +9.7% | -4.0% |
| 3M | -7.0% | -6.2% | -0.9% | -6.3% |
| 6M | -4.7% | +29.2% | -33.8% | -9.9% |
| YTD | +11.1% | -5.5% | +16.5% | +9.7% |
| 1Y | +12.3% | -2.4% | +14.7% | +10.2% |
| 3Y | +83.3% | +752.3% | -669.0% | +20.1% |
| 5Y | +77.5% | +635.8% | -558.3% | +4.8% |
| All | +153.5% | +1,579.9% | -1,426.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTR.
Daily Out/Under-Performance
Portfolio return minus PLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTR 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 PLTR 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