+765.0%
PLTR vs AG
+219.8%
+545.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.2% |
| 7D | -12.9% | +6.3% | -19.2% | -13.9% |
| 30D | -17.4% | -8.9% | -8.4% | -16.1% |
| 3M | +2.9% | -12.2% | +15.1% | +4.5% |
| 6M | +19.9% | -28.3% | +48.2% | +25.0% |
| YTD | -9.8% | -8.8% | -0.9% | -10.7% |
| 1Y | -8.4% | +39.4% | -47.7% | -15.0% |
| 3Y | +765.0% | +229.4% | +535.6% | +571.4% |
| All | +765.0% | +219.8% | +545.3% | +571.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling