+941.6%
PLTR vs BTSG
+421.3%
+520.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -3.4% |
| 7D | -5.3% | +5.7% | -11.1% | -7.2% |
| 30D | -1.0% | +0.2% | -1.2% | -1.4% |
| 3M | +24.8% | +5.6% | +19.1% | +19.7% |
| 6M | +8.4% | +50.8% | -42.4% | -10.4% |
| YTD | -4.2% | +67.0% | -71.2% | -24.2% |
| 1Y | +9.1% | +145.5% | -136.4% | -26.2% |
| All | +941.6% | +421.3% | +520.3% | +541.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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