+1,046.2%
PLTR vs CG
+60.2%
+985.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.5% |
| 7D | -6.4% | -4.3% | -2.1% | -3.9% |
| 30D | +10.0% | -5.1% | +15.1% | +13.3% |
| 3M | +23.0% | +8.7% | +14.4% | +17.1% |
| 6M | +13.8% | -9.2% | +23.0% | +19.3% |
| YTD | -1.9% | -18.9% | +16.9% | +8.8% |
| 1Y | +11.6% | -25.6% | +37.3% | +29.5% |
| All | +1,046.2% | +60.2% | +985.9% | +561.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling