+1,677.1%
PLTR vs CG
+104.8%
+1,572.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.7% |
| 7D | -3.8% | +2.0% | -5.7% | -5.0% |
| 30D | -19.2% | +8.5% | -27.8% | -23.9% |
| 3M | -3.7% | -12.1% | +8.5% | +4.4% |
| 6M | +22.5% | -16.4% | +39.0% | +36.5% |
| YTD | -5.0% | -28.0% | +22.9% | +14.6% |
| 1Y | -12.8% | -18.9% | +6.1% | -3.4% |
| 3Y | +758.3% | +51.2% | +707.0% | +446.9% |
| 5Y | +649.6% | -15.9% | +665.5% | +583.9% |
| All | +1,677.1% | +104.8% | +1,572.3% | +1,401.9% |
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