+1,681.1%
PLTR vs AG
+69.5%
+1,611.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +4.6% |
| 7D | -5.1% | +10.8% | -15.9% | -6.9% |
| 30D | -19.1% | -8.2% | -10.9% | -17.9% |
| 3M | -1.6% | -13.7% | +12.0% | +0.3% |
| 6M | +22.8% | -27.3% | +50.1% | +28.1% |
| YTD | -4.8% | -4.6% | -0.3% | -7.0% |
| 1Y | -4.9% | +39.4% | -44.3% | -13.3% |
| 3Y | +826.1% | +244.1% | +582.0% | +567.3% |
| 5Y | +597.7% | +16.8% | +581.0% | +486.9% |
| All | +1,681.1% | +69.5% | +1,611.5% | +1,603.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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