+1,735.1%
PLTR vs BG
+208.5%
+1,526.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.3% |
| 7D | -6.4% | +2.8% | -9.2% | -6.9% |
| 30D | +10.0% | +12.0% | -2.0% | +7.8% |
| 3M | +23.0% | -7.7% | +30.7% | +24.3% |
| 6M | +13.8% | +4.5% | +9.3% | +12.1% |
| YTD | -1.9% | +35.7% | -37.6% | -8.0% |
| 1Y | +11.6% | +50.1% | -38.4% | +2.0% |
| 3Y | +1,048.4% | +12.6% | +1,035.8% | +1,001.7% |
| 5Y | +554.4% | +75.4% | +479.0% | +479.1% |
| All | +1,735.1% | +208.5% | +1,526.6% | +1,420.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 all: compounded portfolio wealth divided by compounded BG 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…
all analysis · Full analysis span regression · 6 months rolling