+1,677.1%
PLTR vs PCG
+43.0%
+1,634.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -3.8% | -0.5% | -3.3% | -3.7% |
| 30D | -19.2% | +0.8% | -20.0% | -19.3% |
| 3M | -3.7% | -22.0% | +18.4% | -0.4% |
| 6M | +22.5% | -17.1% | +39.6% | +24.7% |
| YTD | -5.0% | -16.9% | +11.8% | -4.2% |
| 1Y | -12.8% | -19.1% | +6.3% | -11.5% |
| 3Y | +758.3% | -19.4% | +777.7% | +762.6% |
| 5Y | +649.6% | +9.0% | +640.6% | +585.0% |
| All | +1,677.1% | +43.0% | +1,634.0% | +1,456.6% |
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