-10.0%
PLTR vs CSGP
-53.2%
+43.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -2.7% |
| 7D | -12.8% | +18.3% | -31.1% | -15.1% |
| 30D | -9.3% | +17.8% | -27.1% | -12.8% |
| 3M | +5.6% | +9.3% | -3.7% | +3.2% |
| 6M | +17.6% | -7.9% | +25.5% | +16.5% |
| YTD | -3.4% | -51.5% | +48.1% | -4.1% |
| 1Y | -10.0% | -53.3% | +43.3% | -8.2% |
| All | -10.0% | -53.2% | +43.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling