+1,681.1%
PLTR vs ACGL
+290.7%
+1,390.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.4% |
| 7D | -5.1% | -1.1% | -4.0% | -5.0% |
| 30D | -19.1% | +13.1% | -32.2% | -20.3% |
| 3M | -1.6% | +9.8% | -11.4% | -2.8% |
| 6M | +22.8% | +15.3% | +7.5% | +20.5% |
| YTD | -4.8% | +12.7% | -17.5% | -6.7% |
| 1Y | -4.9% | +20.7% | -25.6% | -7.9% |
| 3Y | +826.1% | +34.3% | +791.8% | +791.2% |
| 5Y | +597.7% | +170.6% | +427.1% | +555.6% |
| All | +1,681.1% | +290.7% | +1,390.3% | +1,947.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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