+499.6%
PLTR vs PENG
+42.1%
+457.4%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.4% | -8.9% | -0.1% |
| 7D | -12.9% | -19.4% | +6.6% | -8.2% |
| 30D | -17.4% | -42.4% | +25.0% | -4.7% |
| 3M | +2.9% | -25.6% | +28.5% | +8.2% |
| 6M | +19.9% | +7.3% | +12.6% | +1.3% |
| YTD | -9.8% | +113.9% | -123.6% | -43.9% |
| 1Y | -8.4% | +93.6% | -101.9% | -40.8% |
| 3Y | +765.0% | +170.2% | +594.8% | +328.8% |
| All | +499.6% | +42.1% | +457.4% | +257.2% |
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 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