+736.0%
PLTR vs CSGP
-58.5%
+794.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -1.6% | -8.1% | -9.3% |
| 7D | -21.1% | +13.9% | -35.0% | -24.0% |
| 30D | -19.3% | +16.0% | -35.3% | -23.8% |
| 3M | -2.2% | +6.1% | -8.3% | -5.1% |
| 6M | +14.0% | -8.2% | +22.2% | +14.8% |
| YTD | -12.8% | -52.3% | +39.5% | +5.8% |
| 1Y | -17.5% | -54.5% | +37.0% | +1.8% |
| All | +736.0% | -58.5% | +794.5% | +886.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling