+1,046.2%
PLTR vs DG
+12.2%
+1,033.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.4% |
| 7D | -6.4% | +8.4% | -14.8% | -6.1% |
| 30D | +10.0% | +4.9% | +5.1% | +10.2% |
| 3M | +23.0% | +29.3% | -6.3% | +24.5% |
| 6M | +13.8% | -11.3% | +25.1% | +11.6% |
| YTD | -1.9% | +1.8% | -3.7% | -2.4% |
| 1Y | +11.6% | +25.3% | -13.7% | +14.0% |
| All | +1,046.2% | +12.2% | +1,033.9% | +1,201.6% |
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