+1,735.1%
PLTR vs PCG
+54.0%
+1,681.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.9% |
| 7D | -6.4% | -13.9% | +7.4% | -4.5% |
| 30D | +10.0% | -16.9% | +26.9% | +12.8% |
| 3M | +23.0% | -14.7% | +37.8% | +25.2% |
| 6M | +13.8% | -23.8% | +37.6% | +18.2% |
| YTD | -1.9% | -10.5% | +8.6% | -2.1% |
| 1Y | +11.6% | -5.1% | +16.8% | +9.3% |
| 3Y | +1,048.4% | -11.6% | +1,060.0% | +1,034.3% |
| 5Y | +554.4% | +59.0% | +495.4% | +481.2% |
| All | +1,735.1% | +54.0% | +1,681.1% | +1,489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling