+496.1%
PLTR vs PENG
+31.0%
+465.1%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -23.0% | +13.3% | -3.0% |
| 7D | -21.1% | -36.7% | +15.6% | -10.7% |
| 30D | -19.3% | -42.0% | +22.7% | -7.2% |
| 3M | -2.2% | -33.2% | +31.0% | +6.3% |
| 6M | +14.0% | +2.1% | +11.9% | -2.8% |
| YTD | -12.8% | +90.3% | -103.1% | -43.9% |
| 1Y | -17.5% | +67.7% | -85.2% | -44.1% |
| 3Y | +720.5% | +154.2% | +566.3% | +310.1% |
| 5Y | +496.1% | +28.3% | +467.8% | +268.6% |
| All | +496.1% | +31.0% | +465.1% | +268.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling