+1,588.2%
PLTR vs ACGL
+287.7%
+1,300.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.8% |
| 7D | -12.9% | +0.9% | -13.8% | -13.0% |
| 30D | -17.4% | +13.7% | -31.1% | -18.7% |
| 3M | +2.9% | +8.0% | -5.2% | +1.8% |
| 6M | +19.9% | +13.3% | +6.6% | +17.9% |
| YTD | -9.8% | +11.8% | -21.6% | -11.5% |
| 1Y | -8.4% | +22.2% | -30.6% | -11.5% |
| 3Y | +765.0% | +32.5% | +732.6% | +733.6% |
| 5Y | +516.8% | +160.2% | +356.7% | +471.9% |
| All | +1,588.2% | +287.7% | +1,300.5% | +1,841.9% |
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