+581.5%
PLTR vs CAG
-39.8%
+621.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.7% |
| 7D | -6.4% | -3.8% | -2.6% | -7.1% |
| 30D | +10.0% | +3.1% | +6.9% | +10.7% |
| 3M | +23.0% | +23.5% | -0.4% | +29.0% |
| 6M | +13.8% | -14.8% | +28.6% | +8.7% |
| YTD | -1.9% | -5.4% | +3.5% | -3.3% |
| 1Y | +11.6% | -11.8% | +23.5% | +8.5% |
| 3Y | +1,048.4% | -36.7% | +1,085.1% | +941.5% |
| All | +581.5% | -39.8% | +621.3% | +503.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling