+765.0%
PLTR vs CG
+47.3%
+717.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.8% |
| 7D | -12.9% | -1.2% | -11.7% | -12.3% |
| 30D | -17.4% | +5.0% | -22.4% | -19.7% |
| 3M | +2.9% | -18.2% | +21.1% | +14.4% |
| 6M | +19.9% | -20.7% | +40.6% | +35.3% |
| YTD | -9.8% | -31.4% | +21.6% | +8.9% |
| 1Y | -8.4% | -22.3% | +13.9% | +2.6% |
| 3Y | +765.0% | +50.2% | +714.9% | +549.2% |
| All | +765.0% | +47.3% | +717.7% | +549.2% |
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