+1,660.3%
PLTR vs BTG
+2.7%
+1,657.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -4.1% | -3.8% | -0.3% | -3.3% |
| 30D | -2.2% | +3.6% | -5.9% | -3.2% |
| 3M | +27.6% | +32.0% | -4.4% | +19.3% |
| 6M | +10.3% | +3.4% | +6.9% | +7.7% |
| YTD | -5.9% | +20.8% | -26.7% | -12.0% |
| 1Y | +1.7% | +22.4% | -20.7% | -6.1% |
| 3Y | +959.1% | +91.7% | +867.4% | +755.5% |
| 5Y | +536.3% | +79.0% | +457.3% | +420.4% |
| All | +1,660.3% | +2.7% | +1,657.6% | +1,415.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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