+19.9%
PLTR vs PCG
-20.4%
+40.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +3.3% |
| 7D | -12.9% | -1.6% | -11.3% | -13.0% |
| 30D | -17.4% | +1.4% | -18.8% | -17.3% |
| 3M | +2.9% | -23.4% | +26.3% | -0.6% |
| 6M | +19.9% | -19.4% | +39.2% | +20.7% |
| All | +19.9% | -20.4% | +40.2% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling