+1,684.5%
PLTR vs CAG
-43.2%
+1,727.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | 0.0% | -6.6% | +6.7% | -1.3% |
| 30D | -3.3% | +2.3% | -5.6% | -2.8% |
| 3M | +28.4% | +16.3% | +12.1% | +32.8% |
| 6M | +8.4% | -16.0% | +24.4% | +3.5% |
| YTD | -4.6% | -7.7% | +3.1% | -6.3% |
| 1Y | +4.4% | -16.0% | +20.5% | +0.4% |
| 3Y | +1,020.5% | -37.7% | +1,058.2% | +916.3% |
| 5Y | +548.8% | -41.2% | +590.0% | +486.3% |
| All | +1,684.5% | -43.2% | +1,727.7% | +1,513.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling