+1,668.3%
PLTR vs CG
+95.3%
+1,573.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.8% |
| 7D | +4.7% | +0.2% | +4.6% | +4.5% |
| 30D | -16.4% | +11.2% | -27.6% | -22.6% |
| 3M | -6.2% | -22.1% | +15.9% | +10.1% |
| 6M | +29.2% | -17.9% | +47.1% | +45.4% |
| YTD | -5.5% | -31.3% | +25.8% | +17.5% |
| 1Y | -2.4% | -24.0% | +21.6% | +12.8% |
| 3Y | +752.3% | +45.0% | +707.3% | +457.6% |
| 5Y | +635.8% | -22.6% | +658.5% | +600.0% |
| All | +1,668.3% | +95.3% | +1,573.0% | +1,440.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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