+1,588.2%
PLTR vs CSGP
-64.5%
+1,652.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.2% | +5.8% |
| 7D | -12.9% | +1.3% | -14.1% | -13.8% |
| 30D | -17.4% | +10.7% | -28.1% | -23.8% |
| 3M | +2.9% | +3.3% | -0.4% | -2.2% |
| 6M | +19.9% | -10.3% | +30.2% | +21.5% |
| YTD | -9.8% | -54.6% | +44.8% | +30.4% |
| 1Y | -8.4% | -54.6% | +46.3% | +31.9% |
| 3Y | +765.0% | -60.3% | +825.4% | +1,163.6% |
| 5Y | +516.8% | -63.3% | +580.1% | +777.4% |
| All | +1,588.2% | -64.5% | +1,652.7% | +2,338.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling