+1,684.5%
PLTR vs DG
-35.1%
+1,719.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | 0.0% | -4.8% | +4.9% | +0.5% |
| 30D | -3.3% | +1.8% | -5.0% | -3.4% |
| 3M | +28.4% | +14.5% | +13.9% | +26.7% |
| 6M | +8.4% | -13.6% | +21.9% | +9.0% |
| YTD | -4.6% | -4.8% | +0.2% | -4.6% |
| 1Y | +4.4% | +21.6% | -17.2% | +2.7% |
| 3Y | +1,020.5% | +4.5% | +1,016.0% | +1,007.9% |
| 5Y | +548.8% | -38.5% | +587.3% | +655.0% |
| All | +1,684.5% | -35.1% | +1,719.6% | +1,950.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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