+1,714.7%
PLTR vs DG
-28.1%
+1,742.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +0.4% | -3.0% | +3.4% | +0.7% |
| 30D | -17.5% | +8.6% | -26.1% | -18.2% |
| 3M | -1.5% | +15.0% | -16.5% | -2.8% |
| 6M | +25.9% | +32.7% | -6.7% | +22.6% |
| YTD | -3.0% | +5.5% | -8.5% | -4.0% |
| 1Y | -9.7% | +34.6% | -44.3% | -12.1% |
| 3Y | +776.5% | +24.2% | +752.2% | +738.4% |
| 5Y | +649.9% | -32.3% | +682.1% | +766.0% |
| All | +1,714.7% | -28.1% | +1,742.8% | +1,963.4% |
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