+1,684.5%
PLTR vs CG
+116.6%
+1,567.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | +2.3% |
| 7D | 0.0% | -6.4% | +6.5% | +4.7% |
| 30D | -3.3% | -7.1% | +3.8% | +1.6% |
| 3M | +28.4% | -1.6% | +29.9% | +29.3% |
| 6M | +8.4% | -8.3% | +16.7% | +13.4% |
| YTD | -4.6% | -23.8% | +19.2% | +11.5% |
| 1Y | +4.4% | -28.7% | +33.2% | +26.2% |
| 3Y | +1,020.5% | +49.2% | +971.3% | +631.9% |
| 5Y | +548.8% | +5.5% | +543.3% | +445.6% |
| All | +1,684.5% | +116.6% | +1,567.9% | +1,361.8% |
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