+499.6%
PLTR vs CSGP
-63.4%
+563.0%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.2% | +5.9% |
| 7D | -12.9% | +1.3% | -14.1% | -13.8% |
| 30D | -17.4% | +10.7% | -28.1% | -24.2% |
| 3M | +2.9% | +3.3% | -0.4% | -2.6% |
| 6M | +19.9% | -10.3% | +30.2% | +21.6% |
| YTD | -9.8% | -54.6% | +44.8% | +34.1% |
| 1Y | -8.4% | -54.6% | +46.3% | +35.5% |
| 3Y | +765.0% | -60.3% | +825.4% | +1,180.8% |
| All | +499.6% | -63.4% | +563.0% | +845.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling