+1,681.1%
PLTR vs PCG
+42.1%
+1,639.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.3% |
| 7D | -5.1% | -1.1% | -4.1% | -4.9% |
| 30D | -19.1% | +0.1% | -19.1% | -19.1% |
| 3M | -1.6% | -24.4% | +22.8% | +2.3% |
| 6M | +22.8% | -17.7% | +40.4% | +25.1% |
| YTD | -4.8% | -17.4% | +12.6% | -3.8% |
| 1Y | -4.9% | -19.4% | +14.5% | -3.4% |
| 3Y | +826.1% | -18.6% | +844.7% | +827.4% |
| 5Y | +597.7% | +10.2% | +587.5% | +538.2% |
| All | +1,681.1% | +42.1% | +1,639.0% | +1,461.9% |
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