+1,735.1%
PLTR vs PENG
+275.8%
+1,459.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.4% | -10.9% | -6.3% |
| 7D | -6.4% | +4.5% | -11.0% | -7.7% |
| 30D | +10.0% | -7.1% | +17.1% | +11.7% |
| 3M | +23.0% | -27.3% | +50.3% | +27.4% |
| 6M | +13.8% | +169.6% | -155.8% | -27.4% |
| YTD | -1.9% | +164.6% | -166.5% | -38.0% |
| 1Y | +11.6% | +109.5% | -97.8% | -24.1% |
| 3Y | +1,048.4% | +98.9% | +949.5% | +596.7% |
| 5Y | +554.4% | +116.3% | +438.1% | +276.4% |
| All | +1,735.1% | +275.8% | +1,459.3% | +733.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling