+758.3%
PLTR vs DG
+23.3%
+735.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.8% | +5.2% | -9.0% | -3.5% |
| 30D | -19.2% | +7.9% | -27.2% | -18.9% |
| 3M | -3.7% | +12.7% | -16.4% | -3.1% |
| 6M | +22.5% | +22.4% | +0.1% | +23.5% |
| YTD | -5.0% | +5.4% | -10.4% | -5.3% |
| 1Y | -12.8% | +39.4% | -52.2% | -9.8% |
| 3Y | +758.3% | +24.1% | +734.1% | +785.1% |
| All | +758.3% | +23.3% | +735.0% | +785.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling