+1,660.3%
PLTR vs DGX
+130.9%
+1,529.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -4.1% | -0.9% | -3.2% | -3.9% |
| 30D | -2.2% | -1.2% | -1.1% | -2.0% |
| 3M | +27.6% | +15.8% | +11.8% | +23.9% |
| 6M | +10.3% | +18.2% | -7.9% | +6.6% |
| YTD | -5.9% | +37.2% | -43.1% | -12.7% |
| 1Y | +1.7% | +30.4% | -28.6% | -4.5% |
| 3Y | +959.1% | +96.7% | +862.4% | +766.5% |
| 5Y | +536.3% | +67.2% | +469.2% | +417.2% |
| All | +1,660.3% | +130.9% | +1,529.4% | +1,301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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