+617.6%
PLTR vs PCG
+10.2%
+607.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.5% |
| 7D | +4.7% | +2.2% | +2.6% | +4.3% |
| 30D | -16.4% | +0.8% | -17.2% | -16.6% |
| 3M | -6.2% | -23.8% | +17.6% | -1.5% |
| 6M | +29.2% | -19.6% | +48.8% | +33.1% |
| YTD | -5.5% | -16.7% | +11.2% | -4.7% |
| 1Y | -2.4% | -19.4% | +17.0% | -0.6% |
| 3Y | +752.3% | -18.3% | +770.6% | +742.7% |
| All | +617.6% | +10.2% | +607.4% | +493.4% |
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