+531.1%
PLTR vs DGX
+59.5%
+471.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.7% |
| 7D | -9.1% | -3.5% | -5.7% | -8.2% |
| 30D | -5.2% | -2.7% | -2.5% | -4.5% |
| 3M | +27.4% | +13.9% | +13.5% | +22.7% |
| 6M | +9.7% | +16.0% | -6.3% | +5.0% |
| YTD | -6.7% | +34.9% | -41.6% | -15.8% |
| 1Y | -0.5% | +30.6% | -31.1% | -9.5% |
| 3Y | +996.2% | +93.0% | +903.2% | +709.8% |
| 5Y | +531.1% | +64.4% | +466.7% | +401.3% |
| All | +531.1% | +59.5% | +471.6% | +401.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling