+499.6%
PLTR vs ACGL
+159.2%
+340.3%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +4.2% |
| 7D | -12.9% | +0.9% | -13.8% | -13.2% |
| 30D | -17.4% | +13.7% | -31.1% | -20.3% |
| 3M | +2.9% | +8.0% | -5.2% | +0.5% |
| 6M | +19.9% | +13.3% | +6.6% | +15.3% |
| YTD | -9.8% | +11.8% | -21.6% | -13.7% |
| 1Y | -8.4% | +22.2% | -30.6% | -15.2% |
| 3Y | +765.0% | +32.5% | +732.6% | +670.1% |
| All | +499.6% | +159.2% | +340.3% | +253.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling