+552.9%
PLTR vs PCG
+58.3%
+494.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -5.0% |
| 7D | -6.4% | -13.9% | +7.4% | -4.2% |
| 30D | +10.0% | -16.9% | +26.9% | +13.2% |
| 3M | +23.0% | -14.7% | +37.8% | +25.5% |
| 6M | +13.8% | -23.8% | +37.6% | +19.1% |
| YTD | -1.9% | -10.5% | +8.6% | -2.4% |
| 1Y | +11.6% | -5.1% | +16.8% | +8.4% |
| 3Y | +1,048.4% | -11.6% | +1,060.0% | +1,021.7% |
| All | +552.9% | +58.3% | +494.6% | +407.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling