+1,046.2%
PLTR vs PEG
+36.1%
+1,010.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.3% | -4.4% |
| 7D | -6.4% | +0.7% | -7.1% | -6.7% |
| 30D | +10.0% | -2.4% | +12.5% | +11.3% |
| 3M | +23.0% | -4.8% | +27.8% | +25.1% |
| 6M | +13.8% | -10.7% | +24.5% | +19.5% |
| YTD | -1.9% | -6.7% | +4.8% | -0.8% |
| 1Y | +11.6% | -6.8% | +18.5% | +12.3% |
| All | +1,046.2% | +36.1% | +1,010.0% | +785.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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