-2.4%
PLTR vs PENG
+130.4%
-132.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -1.5% |
| 7D | +4.7% | +13.2% | -8.5% | +3.3% |
| 30D | -16.4% | -29.9% | +13.5% | -14.8% |
| 3M | -6.2% | -22.2% | +16.1% | -4.8% |
| 6M | +29.2% | -1.9% | +31.1% | +28.1% |
| YTD | -5.5% | +142.1% | -147.6% | -18.8% |
| 1Y | -2.4% | +151.5% | -153.9% | -18.2% |
| All | -2.4% | +130.4% | -132.8% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling