+1,684.5%
PLTR vs DGX
+131.3%
+1,553.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | 0.0% | -2.2% | +2.3% | +0.5% |
| 30D | -3.3% | -0.9% | -2.3% | -3.1% |
| 3M | +28.4% | +15.6% | +12.8% | +24.7% |
| 6M | +8.4% | +17.8% | -9.4% | +4.8% |
| YTD | -4.6% | +37.5% | -42.1% | -11.5% |
| 1Y | +4.4% | +31.2% | -26.7% | -2.2% |
| 3Y | +1,020.5% | +96.6% | +923.9% | +817.1% |
| 5Y | +548.8% | +64.9% | +483.9% | +424.7% |
| All | +1,684.5% | +131.3% | +1,553.2% | +1,320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling