+758.3%
PLTR vs IGV
+40.7%
+717.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +1.4% |
| 7D | -3.8% | -2.3% | -1.5% | -0.2% |
| 30D | -19.2% | -11.0% | -8.3% | -4.2% |
| 3M | -3.7% | -4.5% | +0.8% | +2.7% |
| 6M | +22.5% | +10.1% | +12.4% | +7.7% |
| YTD | -5.0% | -5.1% | 0.0% | +5.4% |
| 1Y | -12.8% | -10.2% | -2.6% | +6.4% |
| 3Y | +758.3% | +37.7% | +720.5% | +424.1% |
| All | +758.3% | +40.7% | +717.6% | +424.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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