+96.2%
QQQ vs PLTR
+1,026.3%
-930.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | +1.5% | -5.3% | +6.9% | +2.3% |
| 30D | -0.6% | -1.0% | +0.3% | -0.7% |
| 3M | +0.4% | +24.8% | -24.4% | -4.1% |
| 6M | +20.1% | +8.4% | +11.7% | +16.7% |
| YTD | +17.2% | -4.2% | +21.4% | +15.9% |
| 1Y | +24.7% | +9.1% | +15.6% | +20.1% |
| 3Y | +96.2% | +1,025.6% | -929.4% | +29.2% |
| All | +96.2% | +1,026.3% | -930.1% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling