+1,692.6%
PLTR vs AG
+121.6%
+1,571.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -5.3% | +4.5% | -9.8% | -6.2% |
| 30D | -1.0% | +12.9% | -13.9% | -3.5% |
| 3M | +24.8% | +20.9% | +3.8% | +19.7% |
| 6M | +8.4% | -19.5% | +27.9% | +10.7% |
| YTD | -4.2% | +24.8% | -29.0% | -10.5% |
| 1Y | +9.1% | +120.2% | -111.1% | -9.0% |
| 3Y | +1,025.6% | +279.0% | +746.6% | +694.3% |
| 5Y | +565.8% | +67.9% | +497.8% | +429.3% |
| All | +1,692.6% | +121.6% | +1,571.0% | +1,538.9% |
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