-10.0%
PLTR vs CAG
-6.8%
-3.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.0% | -8.1% | -1.4% |
| 7D | -12.8% | +9.7% | -22.5% | -11.7% |
| 30D | -9.3% | +15.8% | -25.1% | -8.2% |
| 3M | +5.6% | +1.8% | +3.8% | +6.2% |
| 6M | +17.6% | +11.5% | +6.1% | +19.0% |
| YTD | -3.4% | -6.7% | +3.3% | -7.3% |
| 1Y | -10.0% | -5.6% | -4.3% | -14.5% |
| All | -10.0% | -6.8% | -3.2% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling