+1,588.2%
PLTR vs PCG
+40.2%
+1,548.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +3.8% |
| 7D | -12.9% | -1.6% | -11.3% | -12.7% |
| 30D | -17.4% | +1.4% | -18.8% | -17.6% |
| 3M | +2.9% | -23.4% | +26.3% | +6.7% |
| 6M | +19.9% | -19.4% | +39.2% | +22.6% |
| YTD | -9.8% | -18.5% | +8.7% | -8.7% |
| 1Y | -8.4% | -19.5% | +11.2% | -7.0% |
| 3Y | +765.0% | -21.0% | +786.0% | +772.3% |
| 5Y | +516.8% | +13.7% | +503.1% | +464.9% |
| All | +1,588.2% | +40.2% | +1,548.0% | +1,383.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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