+774.7%
PLTR vs PCG
-20.2%
+794.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | +0.4% | -2.2% | +2.6% | +0.4% |
| 30D | -17.5% | -0.5% | -17.1% | -17.5% |
| 3M | -1.5% | -24.0% | +22.5% | -1.3% |
| 6M | +25.9% | -18.6% | +44.6% | +25.6% |
| YTD | -3.0% | -17.7% | +14.7% | -3.8% |
| 1Y | -9.7% | -20.0% | +10.3% | -9.9% |
| All | +774.7% | -20.2% | +794.9% | +828.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling