+1,681.1%
PLTR vs CSGP
-63.7%
+1,744.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +4.4% |
| 7D | -5.1% | -1.8% | -3.3% | -4.4% |
| 30D | -19.1% | +5.3% | -24.4% | -23.1% |
| 3M | -1.6% | +3.3% | -4.9% | -6.4% |
| 6M | +22.8% | -4.7% | +27.5% | +20.8% |
| YTD | -4.8% | -53.5% | +48.7% | +36.2% |
| 1Y | -4.9% | -53.7% | +48.8% | +35.7% |
| 3Y | +826.1% | -59.7% | +885.9% | +1,246.4% |
| 5Y | +597.7% | -62.5% | +660.2% | +882.1% |
| All | +1,681.1% | -63.7% | +1,744.7% | +2,445.4% |
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