+758.3%
PLTR vs CAG
-34.9%
+793.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.4% |
| 7D | -3.8% | +6.6% | -10.4% | -2.1% |
| 30D | -19.2% | +13.9% | -33.2% | -16.4% |
| 3M | -3.7% | +4.0% | -7.7% | -2.1% |
| 6M | +22.5% | +10.0% | +12.5% | +26.0% |
| YTD | -5.0% | -6.1% | +1.1% | -6.7% |
| 1Y | -12.8% | -4.3% | -8.5% | -13.6% |
| 3Y | +758.3% | -34.6% | +792.8% | +744.0% |
| All | +758.3% | -34.9% | +793.2% | +744.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling